There's another post right around here about horns and ears, so I'll address the makeup thing.
There are a number of different types. Depending on what you're using it for some kinds are better suited than others. With ANY type of makeup, test it on yourself before coming to game to make sure you're not allergic. It's also a good idea to practice putting it on to see how much time you really need to do a good job of it.
If you are going for a race that requires full face makeup (sarr, dark elf, stone elf, orc, ogre, scavenger), your best bet is either pancake or liquid makeup. In either case I personally recommend Mehron brand. (
http://www.mehron.com) Mehron makes two styles of pancake that our players commonly use: Starblend and Paradise. Paradise washes off very easily, so if you are doing a lot of makeup changes (like NPCing) it is probably your best bet. It also works well as a PC - provided you do not sweat a lot. Since it washes off with just water, sweat will remove it too. All you need for either of these are a damp makeup sponge and the cake. You can use a paintbrush for details. This is what I use for my orc.
Liquid makeup is another option. Mehron makes liquid, and I know there's at least one other company out there that does a good job of the liquid but I can't recall the name right now. You can apply it with a sponge, or invest in an airbrush, which will give you a good, even coat of makeup quickly.
Some people also use creme makeup. There are different grades of this like anything else. The halloween-grade stuff from Party City works ok, but not so much for full faces. If you're playing a race that uses warpaint - like a wild elf or barbarian, this can usually work fine for you. Apply these designs with a q-tip or paintbrush. Mehron also makes a higher-grade creme makeup, which I use when playing my sarr. It can be used for your full face, or to add details around a prosthetic.
Do NOT use grease makeup. Some places sell it as "clown makeup." It smears and looks shiny and awful, and does not allow your skin to breathe. This might be ok for streaks of warpaint, but do NOT do your entire face in this stuff.
Other stuff:
Certain colors have a tendency of staining skin. That's what barrier spray is for. It's not required, but it serves two purposes: a base layer will keep you from having that colored tinge to your skin long after you've removed the makeup, and a topcoat of it over the makeup will prevent smudging. Some people also use setting powder for the top layer. It serves the same purpose as a topcoat, but can't be used as a base.
You can get makeup sponges at most larger chain drug stores, and some of these also carry brushes for doing some of the finer details. Eyeshadow sponge applicators also work well for detail work.
Hope this helps
-Michelle