alot of websites do custom works - you give them your exact measurements and they cut it to fit you. Also, they will most times have an alter policy instead of a return.
This is where I ordered my bodice - www.greycatdesigns.com
She does all custom work and is very nice to work with. The bodice fit perfectly, the only thing I wished diffrent is the fact that she doesn't use steel boning which I cold have used. The prices are in a mid-range - bit more pricey, but they really are well made and custom crafted. Can't get anything in leather though . . .
as for skirts and chemises and the like - as was said before, thrift shops and even some chain stores will have peasant, hippie, flowy types of skirts that should do.