eBay: an obvious place to check for cheap bulk supplies. True story: 100 yds of single-strand gold sequins for $15. That's $0.15/yd, compared to most fabric stores retail of $0.70/yd.
A Fabric Place: The only other fabric store I know around here aside from Joann's.
Daily Burlesque, by Jo Boobs
The Candy Pitch, has great profiles on many, many, MANY current performers.