Furrys sometimes wear masks, tails that clip onto belts, etc. (Amber Williams of the DMFA comic wears her Mow hat to Anthrocon)
people with the cash to burn will have full fursuits, you normally see them at parties and such.
a good fursuit can cost up to $7,000 (Animatronics for facial movement and such, like special ear equipment to enhance hearing to increase realism (like those hearing aid things you see on tv people wear to hear farther than normal)
contrary to popular belief, true Furrys don't have love in their fursuits, it can get up to 100* Fahrenheit with just normal activity (walking around, etc), just imagine the temp it would get during the activity in bed.