You can save the costume during creation at any time, as long as you haven't entered the city. Anything beyond that, would be kind of cheating, wouldn't it? At least I'd think so. Because if you could export your character, stats and all to some location and re-import them again into some other server... what's to stop you from opening up those files, modifying them, and giving you god-like abilities?
My personal opinion is that the costume is that that really makes a character "unique" without harming the game for anyone else.