**Photo is large**

Why? Because I need proof that I'm not twindling my thumbs in cosplay! XD So I thought to upload it in a "tutorial" type photo.
Sorry for the aweful quality of the bottom photos, they got resized and went "Blah, Etaru's messing with us again....let's tick her off!!" And so they did... ⌐__⌐
In these photos, only one wing was done (but refer to other photos in my gallery to see the full set^^)

The steps:
1.) Bend two wire hangers (preferably thicker wire) into desired shape (think bird-in-the-distance: -v-)
2.) Attach them together, with a box-like base connecting them.
3.) Cut chicken wire (or fence wire, whatever you feel is more structurally sturdy^^) into either a rectangle or triangle shape.
4.) Attach chicken wire to hanger wire base~~ Keep in mind, make the base wires at least 3-5 inches smaller than what you want the wings to be.
5.) Glue (white) batting onto the chicken wire, covering all wire. Make a few folds/creases as possible, this'll make laying the feathers that much simpler.
6.) Get a feel for how you want the feather to look (aka look into birds' wings, or how the character's wings are drawn) before laying feathers. Lay the feathers out to get an idea of they should look like.
7.) TRIM THE FEATHERS unless the artwork was fraying feathers. Compare picture #1 with #5. See the difference? YOU WILL TRIM. I KNOW you will trim.
8.) Start gluing feathers onto batting, starting at the bottom and working your way up in layers, NOT DOWN. Down is madness. Madness!!
~~~~~~ 8.5) You can't buy feathers as long as in #4 and #5, probably because there's no birds out there with feathers that long (XP) Combine several for the longer feathers, cutting off the "stems" where there's the fluff for each except the bottom one. For the one in #5, there's about 4 or 5 combined together.
9.) Be sure to cover both sides of each wing with feathers! (Photo #6 is the back of the wing, see how it looks identical to the front? So lay feathers in the same direction/pattern)
10.) When you peel the feather layers apart on the bottom and side, you'll be able to see the batting, so "plug" it up with leftover downs, or buy some smaller feathers specifically for that.
11.) Each feather on top the other will cover the stems, but not on the very top. Cover them with the fluffy small feathers (not shown).
11.) When both wings are done, cover the center base with more batting and perhaps fluff, so you don't give it away that you're not REALLY an angel ^_~

The feathers are one pound of white turkey rounds bought from RainbowFeather Co. [link] who'll treat you real nice. The smaller fluff feathers were purchased from JoAnn's, but for larger wings, I suggest just getting 1/2 pound of them from the same website.
KEEP IN MIND: There are many other ways that work just as well - if not better - so explore the options before starting, and have fun!
Refer here for final result: [link]
In the Alexiel wings, the wire base was substituted with 1/2" PVC pipe, which calls for a different type of harness.