Living in Denmark means that many things aren’t that easily accessible, and a lot of specialty things I’ve had to buy online. Because of very stupid tax laws, as soon as you buy for more than 80 kr/$13,7/€11, you have to pay 25% in tax + some more in fees. That gets expensive REALLY fast. Very often, shipping costs 80 kr alone, so buying from US is not really a good idea, unless the shop is willing to send as a gift – which is not actually entirely legal, so I won’t advice on that. Instead, here’s some links to shops I have used and like (some Danish, too):
For wigs, light-up stuff, D-/O-rings and many more things within Denmark, check out:
http://www.coscraft.co.uk/ – ships outside UK as well, extra fee on worbla shipping.
http://www.kobracastart.com/ – sadly only ships within Germany, but is the cheapest if you’re from Germany or know someone who drives to Germany often.
http://www.mycostumes.de/ – German cosplay webshop with a broad selection of cosplay materials, especially thermoplastics, wigs and special FX make-up.
http://faraos.dk – Danish page, so the shipping prices to other countries are probably expensive. But for Danes who are interested in fast shipping – here’s an option!
https://www.cosplayschmiede.ch/ – this Swiss-based webshop has a broad selction of thermoplastics, wigs, tools, foams, light-up materials etc. Basically a one-stop shop for all you might need.
Light-up cosplay stuff:
http://elektronik-lavpris.dk/ – Danish shop – one of the cheapest in country for this sort of thing. Mostly handy if you live near-by, which I do.
http://dx.com/ – Cheap LEDs and other things. Chinese, but the items are cheap and shipping free. Notice shipping usually takes a month or even more. Actually really good, also has wigs, resin shapes (aka silicone ice cube trays) and more.
http://ebay.com – eBay is your friend – they have everything!
Craft foam, papermaché, resin etc:
http://www.cchobby.dk/ – decently prices craft foam – again, Danish shop.
http://www.pandurohobby.dk/ – they have a nice papermaché thing – it’s not the usual glue that you add pieces of paper to, it already has the paper built in and you just add water and get a sort of clay that you can use to make smooth surfaces with.
http://www.terapi-hobby.dk/ – they have a lot of specialty items that you don’t find in any of the mainstream craft shops in Denmark. Their webpage is horrible, but it is possible to buy online – just very complicated. Their brand of resin – XOR – is pretty bad, and I wouldn’t recommend it
http://www.laederiet.dk/ – all kinds of leather, fur and things you need to work with it – colour, horn, buttons, buckles, tools etc. Also eyelets to use with fabric if you’re making laced corsets or similar
http://www.modulor.de/ – I have bought EVA foam from this shop – they have many different materials that you don’t find everywhere.
http://www.harald-nyborg.dk/ – Cheap heat guns, expanding foam, tools in general, tape etc.
http://www.faraos.dk – They also carry some nice elf ears!
http://fantasy-lenses.com/ – Bought lenses from here a few times, they were all quite good.
https://www.cosplay-ebooks.com – a webshop with a collection of ebooks with cosplay crafting as the topic. Both paid and free ebooks, worth a try if you’re new or you want to advance your crafting skills.
kamuicosplay.com/ – this girl is awesome at what she does – and makes some very nice video tutorials for it. Some are in German, but most with subtitles.
www.deviantart.com – Lots of tutorials here for everything, just check under resources.
cosplay.com – Forum, profile page where you can upload your costumes and lots and LOTS of cosplayers
http://animanga.dk/ – Danish community for cosplayers, anime/manga/Japan fans