If you have long blonde hair, then you don't even need the wig. You can just get some powder dye and add it to your hair. But if you do want the complete outfit, including the temporary tattoos, wig, bat and shorts...then check it out here.
Once you get the outfit set up you can do your hair up in side pony tails like Margo Robbie wore. There are a bunch of makeup tutorials online, and more coming most likely once the Suicide Squad squeal hits. The face makeup that Harley Quinn wore isn't super necessary for your Halloween costume. In fact, you can just do your hair up in the pony tails. If you are not blond, it's not a big deal either. While you can get a wig, you could also just red and blue shirt and jacket combo and copuple it with the fishnet look with the cool boots.
It's a hot and really fun outfit. It's not too sexy, but it's fun and a bit wicked! Here is one of the best reviewed Harley Quinn Halloween costumes that you can get at Amazon.