Well, for my Dark wings, I have a plan or two...
My plan A is to cut out a large cardboard frame and make the feathers out of fabric + stiffener. (I'd be going for more the type of wings in Angel Sanctuary, but I think that'd be better than the tiny ones I find at stores and online.)
My plan B is to borrow the black wings that my friend is using for Lord Kanti when she isn't using them. They look kinda like the ones in your first link that the other person gave you. She got them at Costume and Display in Seattle, which I found to be a store that suits my many cosplay needs. (Think a costume store as big as K-Mart)
My plan C is to suddenly obtain a rabbitish looking pet that will obey only me and occasionally morph itself into my wings so I can fly around.
Whichever plan works best, I guess? ^_^
Oh, and can you find a With plushie anywhere?!
Also: found another link...
http://www.dragonwings.net/FeatherAngelWings.html