Wild Ginger- The largest publisher of custom apparel pattern drafting software in the world
Sheer Temptation- Wide range of stockings in all colors and styles
Fantasy Props- This is the guy who made my Witch Hunter Robin pendant. I can't speak for his other props personally, but if they're anything like the pendant, they must be good.
Tandy Leather Factory- Just about anything you could ever need for leatherwork. I get my Eco-Flo dye here.
Craftics- Tools for working with plastic- check out their acrylic half spheres
Ken's Sewing Center- This is where I bought my sewing machine, I can't recommend them enough
Jalie- Patterns for dance, ballet, swimming, figure skating, etc.
Widget Supply- Small hobby tools and supplies for all crafts and hobbies
Information
Amethyst Angel- Amythyst has a lot of tutorials for armor and accessory making
Costuming.org- A site dedicated to all genres of costuming
International Costumers' Guild- An affiliation of amateur, hobbyist, and professional costumers dedicated to the promotion and education of costuming as an art form in all its aspects.
Penwiper Unlimited- Has a craft foam armor tutorial under the cosplay section
Fabric Info and Facts- Information on caring for, dyeing, identifying, and sewing different types of fabric
Sewing.org- The Home Sewing Association is a not-for-profit trade organization comprised of business members who support and promote the home sewing industry
Threads- Good all-around source for sewing, design, embellishing and quilting information
Pattern Review- Compiled reviews about patterns, sewing machines, stores, etc.
405th- Forums for Halo costuming, techniques apply to other costumes of course
Burda Style- Patterns, tutorials, tips, forums and more
Miscellaneous
Katie Bair's Art Emporium & Petting Zoo- Katie has a little bit of everything, but the main attractions are her styled wigs. Pick up a copy of World of Wigcraft- you won't regret it!
Facing Costumes and Props- Has some really nice examples of armor made mostly from plastic, and they do commissions
Primal Visions Design Studio- The main focus seems to be masks, but they also do props. Also, check out their animatronic angel wings
Genki Gang- Can't go to a convention without seeing one of their hats
Todd's Costumes- If I were rich, I'd buy his complete Xena outfit because it is superb
Costume Armour, Inc.- The world's leading custom armour studio producing authentically styled, highly durable, Greco-Roman, Gothic, Elizabethan and Fantasy theatrical armour
Cosmates- Pre-made clothing in school girl, lolita, maid and anime styles
Jongleur Cosplay- Cosplay accessories and cute little hand-made figurines
Wizard Ties- The best place to get your high-quality Harry Potter ties
JBOX- Carries Japanese cosplay/lolita magazines such as Cosmode, Gothic and Lolita Bible and many others. Also carries school uniforms, t-shirts, artbooks and tons of other goodies
Museum Replicas- All kinds of historical and fantasy weapons and garb
Fiberglass Blades- Impressive collection of props and fiberglass tutorials