While I provide links to some specific online
shops, you'll likely want to do some searching on your own. If nothing
else, certain items are available at a variety of stores for a wide variety of
prices. So even if you find something in a shop, it pays to see if you can find
it cheaper anywhere else.
Whether on Etsy, eBay or Google, be specific. For example, "steampunk corset" will get your several thousand results on eBay, most of which are not particularly steampunk. (That's not to say your corset needs to be obvious steampunk, but if you are looking for a corset that is specifically steampunk, that search isn't helpful.) Try adding at least one adjective, such as color or material preference, or some specific accessory you'd like on it such as gears, chains or buckles.
Try your searches with and without "steampunk" as a keyword. First, there's tons of items out there are great for steampunk, but their sellers don't market them as steampunk. Thus, they are less likely to show up in a search with "steampunk" as a keyword.
Second, products specifically marketed as steampunk are frequently more expensive than those which are not...even when it's the exact same item.
It you're looking for cheaper items, a Google search can bring up some real gems. It's difficult to find a top hat for less than $50 on steampunk and Victorian sites. However, type "top hat" into google, and the first five shopping results range from $3 to $23. These hats are going to be plain, but plenty of hats are. Also, a plain hat is the basis of a future well-decorated hat.
Steampunk is what happens when goths discover brown. We share a lot of the same aesthetics, particularly when you think of vintage goths rather than PVC goths.
Gothic stores are more and more commonly catering to the steampunk crowd, and even if they aren't, many of their wares often work well for steampunk such as jackets, coats, ruffled shirts, full or bustled skirts, hats, corsets, and sometimes boots.