As well as the party wig idea you could cannibalise and redress old faux fur coats too.
It depends on what you are after.
If you want a full body suit that could be be tricky (this guy has a nice Bigfoot suit which might give you some ideas http://www.cryptomundo.com/cryptozoo-news/phoenix-yeti/ )but if you want a better puppet and arms you don't really need rolls and rolls of fur but just enough to cover Mr/Ms Wampa's modesty (or as Eric used to say "You can't see the join").