All the theme nights are fun. And it is always a conversation starter. I think we've usually gone our own way with TBT, but others on here might have better advice.
The hardest part about most costumes is dragging it all to Mexico. This is especially true for the more intricate costumes. It's probably also a factor in why some theme nights are more popular than others. You can easily pack lingerie or an extra shirt, but when you start bringing hats, boots, and other delicate costume parts that can't be crushed in luggage and it gets more complicated. Body paint, glow in the dark stickers, and tape at least travel well.
I sense sarcasm! I was serious and meant to Google for more photos of costumes, etc. I had no isea when I first heard about 6 months ago. Try Wikipedia and there are several discussions of what it us. Seriously saw costumes at Halloween store... hats, canes, masks, umbrellas, gadgets, etc. When I first heard I thought it was a rock band that just happened to dress like the photos above.
The body paint is a great idea, jnine! I hadn't thought of that! The steampunk looks awesome, but very elaborate.
Last October we did 'Flappers and Gangsters' (Roaring Twenties) for one of our TBT Nights. The participation was awesome and I think it turned out to be a really sexy theme!