With anti-consumerism being such a big part of the steampunk/DIY lifestyle, buying clothing used can be a suitable alternative to those--such as myself--less trained in sewing can be a good substitute for making all clothing by oneself. And that's where thrift stores come in!
If you're not sure where to start, I came across this little gem of a website just today. A directory of thrift stores in the US, easily searchable by location. Also useful for newbies is this basic guide to thrift shopping. The Earth and your wallet will thank you. :)
Waaahooooo! Shopping spree time!