I'll fourth (or fifth?) the L. Rose recommendation. They have so many options- gauntlets, scrunchies, arm bands, drapes - and they're not expensive but they really complement the cabaret costumes.
If you're looking for sequin or beaded arm bands, I once ordered a pair of upper arm bands from Baladi Boutique (
Baladi Boutique Armbands, Sleeves and Bracelets) and was very happy with them. Depending on what color/style you need to match - you might need to email or call them to see what they can do. I ordered a gold pair with sequins and paillettes to match a gold bedlah and they go perfectly with it.