That guy writes for Weekend Update! He's also in the UCB troupe Grandma's Ashes.
The oeuvre of Billy Joel provides a wealth of costume ideas:My Life as a Bosom Buddy (pairs costume)Just the Way She Is - Find a hot girl that doesn't make clever conversationPressure - Duh. Barometer.An Innocent Man - OJ Simpson (works better before he finally did get convicted of something)Only the Good Die Young - Zombie Catholic schoolgirlIt's Still Rock n Roll to Me - pink sidewinders and a bright orange pair of pantsWe Didn't Start the Fire - A good old fashioned print encyclopediaKeeping the Faith - Female: Red haired girl in Chevrolet. Male: Dancer who still looks toughVienna - Can of Vienna sausages. Be sure to carry around a box of Saltines.And it's probably best to suspend this one for this Halloween, but next Halloween "New York State of Mind" - suit made out of New York Times and Daily News
"My Life as a Bosom Buddy (pairs costume)"What, no Bottle of Red/Bottle of White?
Big Shot: Halston Dress.
You could probably do a pretty good group costume posse as the characters from "Piano Man" although to get across "making love to his tonic and gin" you need to be careful.
I went with the Captain Jack costume: just stay home and masturbate.