I make all my own costumes (I only know how to hand sew though), I can maybe post pics if you want of various stages of the process. You can most definately turn a regular bra into a belly dance masterpiece. Davina's Embellished Bras book takes you through it step by step, it is really helpul. Her website is:
Davina aka Dawn Devine Brown - Author - Costumer - Dancer - Historian
I dont want to sell mine because I love them too much, but they arent too expensive. I think her Style File one is about different styles from different cultures (I havent read it)
This website is also really useful:
Nadya's sewing hints for belly dance / oriental dance costumes;
As for belts I go to a fabric store and get thick interfacing and cut it into a nice shape and then just cover and embellish (well, there are a few more steps but that is the basis). Or you can get premade belt forms from
Sugar Petals Dance Accessories Home Page, they are just pieces of interfacing as well and come with covering instructions.
For skirts and pants you can probably get patterns (I dont know how to use patterns or sewing machines, but its probably quicker then my by-hand versions).
Good luck, making costumes is really fun and it saves tons of money!