Victorian Trading Company (above)
There are the usual places like Party City and Spirit Halloween to shop for Halloween items, but I like to get things that are unique, individual, and sometimes so damn pretty, you use them year-round if you're a horror/Victorian Era freak like me. In fact, I suspect that any of these shops you would want to buy from year-round.
Don't be afraid to shop around a garden shop for statues for a graveyard or pots to fill with broken branches.
Try the antique mall for a christening gown and baby doll, an old rocking chair, antique tricycle to prop a doll on, or perhaps a candelabra.
Also, keep your eyes open for dumped/found/junk items like old wood, torn screen doors, sheets to stain with tea and tatter....
Home improvement stores are great places to find PVC pipe, drop cloths, spray paint and more for building props.
Try the fabric store for burlap, netting, sheer cloth, and stuffing. If you are making tattered tea-stained curtains, draping a table, or making a scarecrow, this is your place.
Even the drugstore is a good location for cheap plastic masks and glow sticks. These can be combined or used separately. Place the mask over the porch light. Or take a lot of them and make a wreath for the front door.
I got my costume from Pyramid Collection this year. I loved the choices and the quality. I will keep this happy pirate costume for years!
Home Gothic Decorating
Halloween Classy Classics
Little Shop of Horrors (ETSY)
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Oriental Trading Company