I nicked some galvanized steel fencing wire off my parents, to use as the feather shafts, but now that I have it in hand, I'm worried it will end up being quite heavy. So I'm entertaining the thought of using thin wooden dowels, or something lighter still.
Wow this costume is looking great!! Hope you make it to Comicon so I can see this in person.
Have you thought about fiberglass rod for your feathers? It's used in a lot of fishing poles, so it's pretty strong.
http://www.amazon.com/1-2f8-22-48-22-Solid-Fiberglass-Rod/dp/B001TO338C