not as fancy
pixelatedmo.blogspot.com/2007/...s.html

These folks sell them for $11.00. You can probably paint them colors.
anniescostumes.com/horns.htm
Or google for a lot more sources. I googled : devil horns costume

Be careful WOW is like crack it consumes you!!

I made little horns of sculpey clay at one point but those are way too big and would be way too heavy. Paper mache over a wire frame might be an option.

The Anniescostumes site is probably your best bet, though I have made my own horns in the past - and did a tutorial on the process :p
kumo-no-kuchi.deviantart.com/art...2403
Just click the preview images to get the actual tutorial :p
(I'm not pictured in the tutorial at any point :p)

Hope that this helps : D

(I adore the idea of horns with a belly dance costume, and I keep wanting to make a set for myself - if I ever get around to it, I'll be sure to post pics. Whatever you end up doing, post pics of it so we can see how it turned out!)

Just a tip though, while this sort is actually fairly light, you'll still need a solid base - I used a cut up baseball cap since these were going under a 'wig' any how. Also, over the years, the tips might lose some of their paint, but that's easily touched up :}