There are a variety of online stores that provide suitable steampunk clothing. Some are overtly geared toward the steampunk community, some focus on Victorian re-creations, and some are primarily goth. All external links will open in a new tab or window.
Read more: Tips for Online Shopping
The following shops have a wide range of items: they are primarily clothing stores, but also offer a variety of accessories, such as goggles, shoes, and jewelry.
Clockwork Couture - An eclectic collection of attractive costume pieces, much of it readily affordable. Cruelty-free, so all leather-like outfits are made from faux leather. Don't wait too long considering: they run out of sizes and styles fast and don't nearly always replace them. Also, plus-sizes are in particularly short supply. Includes men and women's clothing, shoes, jewelry, and other accessories such as canes and hats.
Gentleman's Emporium - A wide range of items for both men and women. The have a particularly impressive selection of affordable hats, as well as numerous "brassy bits" (compasses, telescopes, etc.) to trick out your costume. It focuses on historically accurate items.
Retroscope Fashions - Sizable variety, including a good selection of plus sizes up to 2X. It markets itself as elegantly gothic, so it has its own distinct look.
Steampunk Couture - Limited selection. Primarily highly priced. Don't confuse it with Clockwork Couture.
Recollections - Focuses on 19th century and early 20th century historical costuming.
Premeire Designs Historic Clothing - Focuses on 19th century and early 20th century historical costuming. Primarily provides clothing, not acessories or jewelry.
Dracula Clothing - This is primarily a goth store, but it has started to reach out to the steampunk community. Their corsets, in particular, work well for steampunk, and they are reasonably priced (about $125 for steel boned, leather overbust corsets.) They also carry a variety of steampunk accessories.
Steampunk Threads - While carrying a handful of men's items, the vast majority of garments are for women.
Corset Story, the US branch of Corset Wholesale - Most steel boned, overbust corsets under $100. Fashion corsets $35-$40. Considerable selection. They also offer a large selection of fascinators, $5 - $15.
Read more: Corsets: A Tight Fit
Ms. Purdy's - You'll specifically want to look at her "Mini Riding hats" and "Top Hats." Most hats are $50-$60. Her mini-riding hats almost make me wish I didn't already have a steampunk hat.
Got-Steam? - This is a highly eclectic collection of accessories in a variety of prices. Selection is not huge, but some of it is fairly unique. Their organization isn't the best, so I would suggest poking around multiple categories. Items sometimes show up in odd places.
Electrique Boutique - Many of these shoes can be found in other places, but this site offers a large collection. If you find a pair you like, Google to see if you can find them cheaper anywhere else.
American Science & Surplus - No explanation can cover the variety of goods available here. Some of the things they carry are vials, bottles, military clothing, random electronic and mechanical bits, magnets, and hobby tools. They're great for accessorizing and the general practice of mad science. They also have stores in Milwaukee and Chicago.
Harbor Freight - This is a general tool store with great prices. We've personally used it to acquire work aprons, tool belts and jewelers' lenses for use in costumes. They also have stores across the United States.