First off, The Aether Emporium and its huge catalog of clothing and costume links.
And of course, the Brass Goggles forum. (edit: which is apparently down right now).
Also, ThreadBanger is one amazing DIY video site that shows you how to make many a rad thing. They have plenty of 'toots' for things that could easily be steampunked, things that already are, and lots of every day neato tutorials, too. They recently had "Steampunk Week" where they featured (you guessed it), Steampunk fashion and accessories. This video will show you how to make a simple steamed up guy's shirt, and a saucy Steampunk lady's ensemble (they reference tutorials from other shows, but I assure you, they're worth looking for, because you never know what other awesomeness you'll find. If you don't want to look, ask me and I'll look for them for you;)!
~Get a vest at a thrift store or (if you're unlucky like me, and live in a town where none of the thrift stores have any- or any in your size) find a simple pattern and make your own (I don't have one, sorry).
~Check out the Halloween sections (maybe cowboy or saloon costumes) and horde the cheap stuff!
~~If Steampunk is (or will become) a more than a once-a-year thing, get something you'll wear again (and take good care of it, because most Halloween costumes are only meant to last through the night- through the week if you're lucky, but I've had some holiday stuff that's lasted years with a little maintenance).
~Get acquainted with Granny. She probably has the mad DIY skillz you're looking for (I lucked out with my Gran, and she actually had real frilly bloomers and beautiful petticoats from the old days)!