Mable’s guide to Steampunk Clothing is a great place to start when putting together your own custom costume.
Check out BuyCostumes for their Steampunk kits; if you’re just looking for a quick one-night costume.
Of course there is even the now famous Steampunk Emporium if you are looking for high quality everyday wear. They have excellent outfits ready to buy for many Victorian/Steampunk characters.
Where do you buy your Steampunk gear?