I've always had my stuff custom made, benefit of having a seamstress/tailor for a grandmother :)
For my students, I've had luck with ebay and resale/tack shops, around here the local 4-H clubs also have tack/clothing sales to raise money for the club. You can find gently used show clothes and save money that way.
You can order online from many places, Rod's, Hobby Horse, Big D, Stateline Tack, etc.