I will try to answer your questions from my standpoint and give my thoughts, so here we go…
Anime cosplay. I certainly like the steampunk victorian look and find it not only intriguing but attractive. I watch anime with my kids but do not participate in any of the above. Why, because it would be an expense of money and time taking away from my family and femme time. I couldn’t dress the way I wanted and include my kids.
Breast forms. There are as many options as you can afford. Good luck picking your choice of “weapons”.
Wigs. I typically buy the wigs in the colors I want. I do know some can be colored but I have no knowledge or experience doing so.
Hair removal. Beyond a really good shave there is depilatories, laser, electrolysis etc. Again this is somewhat of a personal choice of money, time and desired results. I have had a lot of laser work and am very happy with the results.
Hope this helps. Personally, I say enjoy what you want as long as your not hurting anyone.