There are a lot of superhero costumes, let's see just few of them: Supergirl, Superwoman, Batgirl, Batwoman, Wonder Woman, Super Woman, Catwoman...
Superhero Girl by Pippi, remix of clip art by tzunghaor, Public Domain Licence, Openclipart
Each superhero costume has it's own colors like Supergirl is mostly red and blue, Bargirl is black and yellow, Catwoman is black and Womnder Woman's color are red, blue and golden. You can make your own costume too if you wish.
Each superhero has special make-up too, you can find a lot of Halloween tutorials on Youtube. To get the idea how Superhero ladies look like, check out on Pinterest and Flickr. You can get indeed a lot of ideas there and it'll be easier for you to decide which costume to wear.
As you can see almost all Superhero girls wear short skirt (long skirt would probably get in the way when they are fighting and running from their enemies). Almost all of them wear a cape (in different colors and length), some of them are long and some of them are shorter. Almost all of them look sexy in tiny T-shirt or corset with or without straps.
And to make the look even better, they wear high heels boots, some of them are red and some are blue or black.
As you can see there are a lot of options and a lot of different colors, but all of them look as good as possible.