Costumes:

 FOR ALL COSTUMES: NO BRAND NAMES OR LABELS! It's the 1930's, keep that in mind!

Annie: red dress or skirt (not too fancy), black mary janes and white socks, red wig
Mr. Warbucks: black suit and dress shoes, red tie
Any kids in the orphanage: raggidy, old clothes
Grace: school skirt and shirt, I'll bring you a blazer, black dress shoes
Miss Hannigan: dark colored dress (not too fancy)
Rooster: suit, colorful tie and top hat
Lily: nice dress (jewels and fur)
Benjamin: brown suit, if possible, if not, black suit