If you want that shaded effect, you can often find gauzy shaded material in the bridal and formal section of a fabric shop.

Another way to do it is to have layers of fabric - they constantly change color depending on which layers are touching. Find a bunch of colors of tulle and chiffon, and overlay them until you like the look. (it's a PITA to sew these, because you have to have each layer complete, and joined only as neck, waist, or sleeves, but it's lovely)

you may be able to find fabric that you can use at Denver Fabrics, a link is below, look under dance ware or some of the many things they offer. rene

Here is a link that might be useful: Denver Fabrics

You could paint the fabric. I have some versatex textile paints and they can be airbrushed. What do you think of that?
There are books out there about painting fabrics.
Skydyes by Lawlers
complex cloth by Dunnewold
Dyes and Paints by Noble to name just a few. Ask your library to get them on loan.
Good Luck Its fun stuff.
Aline