What to wear: Melisandre is the Red Woman, so get yourself a long crimson-colored wig (pull your hair back on both sides of your head at the ears), and a flowy, long-sleeved red dress. The most striking part of her look is her signature necklace, so try to find some costume jewelry that looks similar.
How to act: Fierce as hell. Constantly discuss your love of fire and the Lord of the Light, and recite a few creepy spells. If one of your friends is feeling too sleepy to go to a Halloween party, it's your duty to bring them back to life.