In addition to RayofCommand's answer you can activate every buyable cosmetic for yourself and yourself only.
To do this you need to get the cosmetic files first. The first method would be to download those files from the internet (google this please, i have no recommended site out of the top of my head). The second method would be extracting those from the vpk files of DotA2. This however requires some knowledge in handling of vpk files (extra software,etc).
If you got your cosmetics you need to put those files into your DotA2 folder (steamapps/common/dota 2 beta/dota) and add -override_vpk
to your DotA2 launch options. To do this go to your steam library, rightclick dota2 -> properties -> set launch options.
You can even add custom skins/sounds/animations. Sometimes those temporary break the game (for instance a soundmod removed abbadon from the hero pick screen), so be careful. To remove the mod, just remove the launch option again.