Establish the base of your costume with spandex tights and a leotard, a unitard or bike shorts over bike leggings and a stretchy spandex T-shirt.
Add a cape to your costume. Purchase one from a costume store or make one from a thin blanket or a sheet. All you need is a rectangle or oval of material you can drape over your shoulders and tie, pin or Velcro around your neck.
Choose your headgear--a mask, a helmet or a tiara work well. You may wish to add a wig if you envision yourself as the sort of superhero with long, flowing tresses, which can be found on heroes both male and female.
Select boots, which are traditional for superheroes both male and female.
Choose a few super accessories, such as a Sword of Power, a nifty Batman-esque tool belt or a lasso, a la Wonder Woman.