There are some wonderful sites out there to purchase all your dance needs. Here are some links to places that I recommend:

Costuming and Miscellaneous accessories:
joharah.com
turquoiseintl.com
saroyanzils.com
bellydancewithk.com
egyptstuff.com
sevenveils.com
adira.us

Videos and CDs:
musicoflebanon.com
aramusic.com
maqam.com
mazika.com