For the red "Moulin Rouge" sign, I roughly followed this brilliant tutorial from Oh Happy Day. It worked a treat, and although it was super time consuming, I was really happy with the result. It was perfect for setting the scene at the entrance to the event.
If you are thinking of making some of your own, make sure you use LED fairy lights (which don't get hot) - anything else will be a fire hazard with all that card and spray paint. I bought mine here and they were perfect.
I also made a slightly different version for the "Cabaret" sign. It's basically the same method, but without the edges on each letter. I was really pleased with this one actually, because it took a fraction of the time to make and still looked really effective.
If you'd like to see a bit more of the event, there is a short video here. All I will say is that I was not responsible for those chair covers. Or the balloons. Sometimes you just have to let these things go haha... but if there's one thing I've learned, there is nothing a bit of red velvet draping and plenty of fairy lights paint can't solve.