For ballet tutus, we've always used a professional tutu maker, as they need to be made to measure. For tap and song & dance, depends on the dance, whether there's a theme. Lots of ideas and suppliers on ebay. Also try Images Textiles and Dreamworld for cat suits and Lycra stuff.
IDS are great for dance school shows, loads of the schools buy their costumes from there and I think some of their costumes are lovely. They only sell trade though, so you would need to order via a dancewear shop or a school.
Just Ballet have recently started to hire out some tutus, so that might be helpful if you have a dd who needs a costume for a one-off competition or performance.
I wouldn't buy decorated tutus from ids for my 11 year old but might consider one of the plain Lycra ones to decorate for a younger child. That being said I would go for the slightly more expensive ones (seem to remember a couple of years ago our dance school ordered some for a show, the £15 plain tutus were horrendous but the £25ish ones were much better quality).
I tend to have tutus made up for my girls made to measure. Dance direct now stock revolution dance wear which is quite good quality, but often needs ordering quite a bit in advance. Also if you can get a teacher to order for you the savings are massive! Think about 40%.
I also order from the Weismann catalogue via dance depot. Dd1 is thrilled with the costumes we have bought from them, and although it states they only sell to dance studios I have never been asked that question! Relatively cheap too, although coming from America be aware of shipping deadlines.
Song and dance can often be cobbled together depending on the theme. Dd did "my old man" and I think we spent about £4 on a blouse and borrowed other bits from wardrobe.
eBay can be good, especially for plain leotards to jazz up!