Websites for DIY Costuming:
Annabella: Annabella's site has patterns for cholis, skirt instructions, and making your own coin bra.
The Costume Goddess: Dina's wonderful costuming site. Not especially tribal but some good things to know.
Nadya's: Many great costuming instructions and patterns here, including how to cover a bra and making "harem pants." In German and English.
Covering bra cups (scroll down until you see it)
Doctored Locks tutorials for DIY wigs, falls, dreads.
Farfesha's tassel instructions. She also has instructions for tying a turban and 10-yard skirts.
Elaine's: directions for various skirts, veils, headbands.
Dawn Devine Brown, author of several great costuming books.
Madame X: pantaloons, body stocking, skirts, belts
Belly Dance Patterns for Purchase
Folkwear (Turkish Dancer, Tribal Dancer, Tribal Makeup, but check out others too - and yes, the girl in the example photo for the tribal dancer pattern made her skirt way too short)
You can usually find Folkwear patterns on eBay too, so check there.