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Danskin
leggings, stockings and full body suits in lots of colors. They are VERY durable (the best of their kind)
Frederick's of Hollywood
all kinds of lingerie (great for anime costumes) as well as bras (if your costume needs more support :))

SewingPatterns.com

If you cant find a bodysuit that fits you right or in the material you want, Kwik Sew has a great pattern for it.

Renaisannce DanceWear

Make Your Own Bodysuit

 

 

Dance Leotards

 

SpandexWear.com Custom Spandex Leotards and Bodysuits

Ballet Costume