Keep this in mind- just because it is Purim does not mean that tznius and good taste should go out the window. And I don’t think it makes a difference if one is in a shul or not- if a costume isn’t tzanua then you shouldn’t wear it no matter where you are going.
adult women in my neighborhood generally do not dress up – and I find that the exceptions get a lot of attention. Somehow, I find that contradicts the concept of tznius and I would not be comfortable with that.
As far as dressing up as a non-kosher animal, I see plenty of butterflies and ladybugs, monkeys, rabbits and other assorted mammals, but they usually aren’t any taller than my waist. Nothing wrong with buying Purim costumes on sale in November, but it would not be in good taste to wear something that was obvious haloween-themed.