The thing about Darth Vader that would be tricky to pull off in wool is the fact that he's mostly all black, and sometimes distinctions in black don't read all that well in a photograph, and wool is really absorbent in more ways than one. So he'd need to have some reflective pieces that bounce light back so the viewer doesn't think they're looking at a hairy silhouette. (And, yes, I went to school with a guy named Harry Silhouette.)
SO, if I make a DV, I MAY make use of some polymer clay for parts of his uniform, to 1. get some reflective things working and 2. to introduce another texture, which is what the kids are all screaming for nowadays anyways.
Another thing about Darth Vader is that there are so many ways you can go with him: Spanish conquistador, football player, haute couture... so many other visual references that can be toyed with. And that's what we like: possibilities.