Oh, is there anything more tragically overpriced than those vinyl stripper costumes in the porn store? Or the slightly more polyester versions sold at Ricky's during Halloween? I guess if you don't mind the possibility of wearing something someone has puked on, you could check out Craigslist on November 1st and see who is selling.
But, I mean, I think you can just half-ass it. It's not like he's the lady who did the costumes on Elizabeth or anything, right? (Alexandra Byrne, duh.) Pretend you are the sorority girl Halloween version of Stacy and Clinton: stock up on a few slutty basics like a supertight pencil skirt, tight-fitting button-down shirt, supershort pleated skirt, stripper heels, garter belt and thigh-highs, glasses, etc. Then mix and match that shit. Dress-up party!
Alternately, you could check out thrift stores for things that can be slutty costume-able, or spend some time online at cosplay sites. There are very detailed plans and instructions for sewing/creating beautiful and elaborate cosplay/steampunk gear all over the internet. Though it is not my cup of tea sartorially, I really have to give those steampunks their due—they make some amazing stuff.