I get excited when I find a new source of materials or information for cosplay, so here is a short list of some that I've found recently.
Reynold's Advanced Materials - These guys just opened up a store in the Boston area, which I plan on checking out. They have basically everything you would ever need to cast anything. If you live near a store, they also have classes.
Simply Spray Fabric Paint - The website isn't so great, but I'm trying to focus on the product. I found out about this through a cosplay forum. A girl used it to paint an intricate plaid pattern on a dress, and it looked great. It doesn't get stiff or anything, and goes on like spraypaint. You can buy it in stores... I just saw some in Joanns recently.
Volara Foam, Conductive Foam - These foams are supposedly alternatives to "fun foam" or craft foam for forming armour. Apparently they respond well to heated shaping and are pretty durable. One is closed cell and the other appears to be open celled. I was recommended these materials by others who have used it.
Friendly Plastic Pellets - This is an alternative resource for Friendly Plastic pellets, which might be a little less expensive than cosplaysupplies.com.
Electrique Boutique - This isn't for construction, but this place has a large assortment of different shoes that might be useful, and their prices are good. You can get a pair of boots for about $25, brand new, which is good in my book.
Hope you guys can find these links useful. ^_^