You could also go as Elisabeth Bathory, if it’s not too cliché/cheesy for you… Well, maybe it is… It would give you a good excuse for wearing a fancy baroque gown, though 
(and maybe some nice lenses). However, probably no horns then (but who knows, you could be creative about that).
Otherwise I can second the others who suggested an “evil” mermaid or something like that… Or a phantom/zombie mermaid, think about how the Little Mermaid would look like after couple of days lying dead in the sun in her best evening dress…
Whatever you decide, I think taking something we all know for being sweet, good and fancy and turning it into something wicked, evil and ugly (but not too ugly, please :D) would turn out best… Be shocking, be surprising g. Check your local fairytales, maybe an evil Red Riding Hood? Or Blood Stained Snowwhite? :twisted: Something like that :D.