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I have a friend who attends Comic-Con, and frequently crossdresses. He has an absolute blast! I think any of those characters you mentioned would fit right in, and I've seen each done in a crossdressed fashion. So go for it. It's a safe place to crossdress, and you'll meet people from all kinds of backgrounds and lifestyles there.
Cleopatra has so much potential for getting friends to join you as other key players in her life. Everything from influential politicians (Caesar), her hottie (Mark Antony), to the stereotypically scantily clad boys who give her grapes and fan her with big leaves in movies. I have been part of these multiple-people/themed costume events before, and they are a lot of fun.
Both Comic-Con and Halloween give you a great chance to crossdress in accepting atmospheres.
That can be a real boost to your self-esteem, and quite a liberating experience!
You might want to look at Meetup.com. I see there are groups of crossdressers, including those who plan on going to Comic-Con, that you might find more ideas and support.
Selah,Thanks for the advice.I will have to try the Comic-Con Convention out and maybe dress up as Wonder Woman.Thanks