When Indian people use the word "regalia", they are speaking of ceremonial attire and ornaments used in formal, religious or ceremonial occasions. Anglo people attending pow-wows quickly learn never to call this a costume, and not to touch it unless the wearer gives permission. Anglos should never wear American regalia or anything with traditional spiritual meaning to Native Americans unless they have been adopted by a tribe or in some way given permission - the nearest European equivalent would be sitting in the Pope's chair without permission. If you are Anglo and want an Indian "look", go to a trading post and buy jewelry, clothing and accessories made by Indians. These are usually proper for anyone to wear, and you'll be helping to support the tribe.
In this article, we'll assume you are Native American, you know what tribe you belong to, and you want to make your own regalia for a pow-wow gathering. Most regalia requires at least a year or two (if not more) to prepare. Regalia is worn by dancers, drummers and other participants, and varies depending on what you will be doing, and your personal feelings. If you are planning to dance, you will already have some idea of what you must wear. Each dance has its own specific regalia, but within standard designs, a great deal of personal creative expression is possible, and encouraged. Observe regalia similar to what you intend to wear; don't copy it exactly, but note what materials are used. Family members are your best source. They might be able to help you find materials, and even to make your regalia.
Materials for American regalia can be obtained from a trading post. If you don't have a trading post local to you, look online at crazycrow.com or nativeamericannations.com. Be sure you have everything you need in terms of leather, sinew, beads, quills, cones, satin, yarn, ribbons, and so on. If you have no one to show you how to make what you have in mind, ask at the trading post; someone may be giving lessons, or there may be videotapes showing how it's done.
Remember, the making as well as the wearing of American regalia is a sacred action. Make your regalia in a joyful but respectful mood. Respect your teachers, and be patient if they correct you. Wear your regalia with pride, honoring the Great Spirit, your people, and yourself. Remember you can change or elaborate upon regalia as time goes on. You should plan to pass it on to your children or younger family members, and tell them the story of how you made it.