There isn’t any one species, really—just individual preference. Start with smaller, singular, looser-fitting costume pieces, rather than a full cosplay. Watch for any signs of discomfort. If your pokémon is fine with the piece, work your way up, little by little, to a full costume. If your pokémon shows signs of discomfort or even distress, sad to say, you’ll need to exclude your pokémon from your cosplay group. Never force a pokémon into a costume.
Also, keep in mind that some pokémon can’t cosplay. For example, despite what the cartoons would have you believe, gastly can’t really wear anything except hats, and even then, they need to be calm at all times, else they’ll simply phase through.
Best of luck!