Like Jun, Mai is not a bender, but she's every bit as lethal. She can throw those knives she's holding with pinpoint accuracy-- several at a time in fact, and she keeps plenty of them concealed in her very snazzy clothes. Let's take a closer look at that outfit, shall we?
Obviously fabrics would not be too much of issue here. Oh, the blessings of solids! For the most diehard costumers, dyeing is sometimes called for to get just the right combination of shades, but I don't know anything about dyeing yet.
I'm honestly not sure what to recommend for construction on this costume. The good news is that, from my experience, it's made up of a lot of recognizeable pieces adn parts. A million basic dress patterns would serve for the basic underdress. The sleeves could be copied from one of dozens of medieval gown costumes. The top part of the vest look to be rectangular bands akin to the ones on our favorite Jedi Robe Costume Pattern, only narrower. The skirt of the vest goes all the way around, slits in the front, and comes to a point in the front and back.
EDIT: Kimberlee Turley has made a couple more pattern suggestions in the comments below. Thank you, Kimberlee!
For Mai's hair I would definitely get a wig. If my hair was freshly dyed I might be able to squeak by on hair color, but there is just no getting around the fact that those perfect page boy bangs are as much a part of Mai's look as her scowl. And I'm not cutting my hair.
On a final note, though Mai might appear quite fearsome (and make no mistake, she is certainly not to be trifled with), and she's terribly hard to impress she's actually a pretty good apple.