This kind of thing would be better in some CoC mods. You should also keep in mind when putting advantages you can break the game, since players will always be tempted to refine the character to the fullest. In this case, it would be to take example of Fallout when creating advantages has disadvantages for the players who do not feel forced to have them, since the wings do not affect so much to their appearance, maybe people could try something.
example:
flight: you are immune to physical attacks (weapons of range of evasion) for each turn you lose 10% of energy (not to abuse the system with restorative objects from the fifth shift, the percentage will double until you spend 100% of your energy bar) If you lose all your energy, you hit the ground losing 90% of your health or lose directly.
aliens with many arms or an item accessory of robotic arms like Gene's: (similar to the Quickdraw skill of the Smuggler) of course you can not shoot all at once more from the combat Shot choose which one to attack in that turn for example Electrogun or Flamethrower.
(This is the most difficult to implement because it would have to create new slots for weapons and not win all the extra bonuses that give you these secondary weapons).
(too late) Myr Venom:great amount of damage lust but it takes a good time in turn as 3 or five turns to begin to affect the opponent but it will automatically lustfulness gain and it will scale depending on the number of bites.
(following examples will never be implemented because the player would have to change his appearance)
Height + Tone and Thickness
a formula that consists of a small bonus of evasion and health, from the lowest and thin allowing you to be a damn bag of untouchable garbage from Smiley, to an immovable giant.
body centaur: more likely to fight, but less evasion, because horses have difficulty turning when they run.
body naga: (your body elongated and flexible but exposed difficulty to your opponent to make a hit) + evasion + probability of receiving critical hits from enemies.
body goo: (your moldable jelly body makes carefree of your physical structure although you should worry about the temperature changes) - damage by Crushing, Explosive, Kinetic + damage Electric Burning Freezing Corrosive, energy weapons.