Maid costumes, particularly French maid costumes, work well as fun, sexy Halloween outfits for adults. French maid costumes vary widely in their levels of naughtiness, but you can decide just how naughty or nice to make it when you put it together yourself. You can probably find many of the costume's components in your closet, or purchase them from costume stores.
Find a basic black dress in your closet, or purchase an inexpensive one. Look for a black dress with a short or fluffy skirt. Don't choose an overly skimpy dress if you feel uncomfortable wearing it.
Find a crinoline skirt or make a simple one with fabric and elastic. Trim the crinoline so that it's just the length of your dress' skirt, or a little longer if you want it to stick out dramatically. You'll wear the crinoline under the black dress to make the skirt poof out.
Find or make a white apron with simple fabric. If you don't know how to sew, you can simply cut an apron shape from felt or other fabric and staple or hot glue straps to tie around your waist.
Find black or fishnet stockings to wear under the dress and crinoline, and wear white or black lace gloves.
Wear black high heels or pumps, and add a tiara or pin a large white doily to the top of your head for a finishing touch. Carry around a feather duster.
Look at ready-made French maid costumes for more ideas about putting together your outfit.