I just played Rocky for the first time (I was covering last-minute for another performer so I had to get everything in like 3 days hence ordering from Amazon) and this is exactly what I wore:
Gold Bodysuit (I added the R with rhinestones)
I wore the bows on either side of my head with a curly blonde wig so I kinda looked like a poodle (which was the look I was going for)
The outfit worked really well, but if I wind up doing it again with more time to prepare, I'd probably order pieces from Coquetry Clothing as they have lots of cool options in the right fabric!