Cosplay?

So Ive always wanted to go to a convention but if i go id want to cosplay,but a good one, so those of you who have cosplayed where do you get your gear? its hard to find good quality costumes/wigs :(

I kind of find things that would suit me style-wise. (Steampunk lately) Most of my shopping is done at EBay. The rest at local shops, my favorite being two different thrift shops. (I'm like Macklemore! >_< lol) I'm REALLY picky about wigs... The more wild the color, the more fake the wig tends to look. Look for silk or Kanekalon. They are the most realistic and least cheap looking.