CeCe has been under every possible A costume, except the Queen of Hearts one. White Cloak, Red Coat, and the Black Hoodie. This is what the writers mean when they say that the viewers will feel stupid not realizing at first that the person behind A was so obvious.
She's the blonde girl in the pilot, and this can be backed up by Mrs. DiLaurentis helping CeCe evade the cops. She's literally the reason that Spencer was the prime suspect in Bethany Young's murder case to begin with (remember her making a deal with Holbrook?) she knew that the Liars were in New York, because well, A knows everything.
CeCe has always hated Ali and the liars, as revealed by her roommate. CeCe was the one that stole the game from Mona (Wren confirmed CeCe came to visit Mona in Radley). CeCe was the one that got in trouble for the girl falling down the frat party in that flashback in season one, which caused her to get kicked out of UPenn. It's literally SO obvious!!! CeCe was under Red Coat "helping" Ali, but she was really just playing her.
CeCe was on Ezra's payroll because she would give him enough information for him to get close, but she was always one step ahead of him. ALWAYS. Also, notice how CeCe has never been harmed.
Mona said she wanted Ali gone, but A wanted Alison to stay in town. CeCe asked Ali for her passport, which means Ali cannot use that to escape anymore. So CeCe was able to keep Ali in town.
This is not a coincidence either. CeCe was blackmailing Mrs. DiLaurentis because CeCe is the one that hit Alison with the rock and Mrs. DiLaurentis saw, so CeCe made Mrs. DiLaurentis bury Ali. That's why Mrs. DiLaurentis was protecting her, because if she didn't then CeCe was going to expose her. Once it was discovered Alison was alive, Mrs. DiLaurentis didn't have to protect CeCe anymore, so she was going to expose her... But then CeCe killed her before she could say anything.
From Wren we learned that Cece and Mona had in fact met, and Cece thought she could “Help” Mona because what Alison put her through was similar and she came out the other side… So, Cece had a way in and out of Radley at will whenever she wanted
Mike is a red herring. He's trying to finish Mona's work, and he probably discovered that Alison wasn't the murderer, which is why he's visiting her in jail so he can figure out who did.
The Bethany tape in last night's episode makes you think she was talking about Alison, but she wasn't... SHE WAS TALKING ABOUT CECE. That's why in the A ending, A was pissed when the tape was gone because that tape relates A back to everything (CeCe).
Remember the letter Hanna found that Ali wrote to Bethany about coming to see her and her friends? Well, CeCe wrote that letter. CeCe was posing as Alison the entire time when she talking to Bethany in Radley. Bethany actually never knew Alison, she thought CeCe was Alison because CeCe would come into Radley and pretend she was Alison. This is how Bethany knew how to escape out of Radley (plus, it was revealed CeCe knows how to get in and out of Radley secretly [she told Mona]). CeCe taught everything Alison knows, so who knows Alison better than Alison even knows herself? CeCe.
That's why CeCe was wearing the same clothes as Alison that night.
http://media.tumblr.com/fc78f918ce5f...go6_r1_250.gif
Plus Cece went to Paris and A was gone for a while between episodes 2 and 6! So Cece came back! She kills Mona then pops up at the Alison's Ice Ball with short hair.
EDIT: PLUS In episode 12 season 4, A sent this text in french