craftgrrl | Shoe-related crafting help

I'm looking to customise a pair of flats to create something similar to this design:

I'm thinking getting a nice, sturdy pair of flats and then making the wings as separate pieces and attaching them to the sides of the shoes. I would very much like suggestions for materials for the wings: what would would well, what should I avoid at all costs, and how to keep the wings from bending or sagging. I can picture how to construct the wings, but I would certainly appreciate any tips that you might be able to give me, and I would really like advice on how to attach them to the shoes in a nice, stable way (I don't want them wobbling and flopping around when I walk, or falling off and getting lost).