I'm going to make waves and disagree slightly with the recommendation to buy a bra one size bigger... I've used the same as my normal one, but a very sturdy and cheap one that is almost a moulded type.
I cover mine with stretch fabric and then stitch beads and sequins without too much trouble over it.
I do replace the straps with non-stretch grossgrain, but not the one that goes around the body, I do like a little bit of comfort!
This is the best site around IMHO
Nadya's sewing hints for belly dance / oriental dance costumes;, if you're not happy to part out with some money for Dawn Devine Brown's book 'Embellished bras'. I did my first using nadya's tips, and my second with Dawn's - not sure which is actually easiest in the end!!