Mind you with no current running cartoon series or big budget movie release, Thundercats costumes are pretty hard to come by. In fact most of what is online are homemade costumes designed by die-hard fans.
However, a few sites like Ecrater.com actually sell props and accessories that make the homemade Halloween costume designing process a little bit easier. Accessories such as this Lion-O wig. This would definitely be one of the harder elements of the costume to design on your own.
Just poke around the internet for more ideas; there are a lot of very creative Thundercats fans out there!