With the interwebs exploding and crashing due to the heavy traffic of the Dr. Horrible's Sing-Along Blog, costumers & cosplayers around the country are scampering to be the first to appear as Captain Hammer, Dr. Horrible, Penny and even the Groupies for SDCC and Dragon*Con. The questions are buzzing about where to get the gear to make a decent representation of the characters. As I discover suppliers & designers, I'll just keep editing this post.
Dr. Horrible
Lab Coat - other than having one custom designed you can get away with something that's pretty close. Check out this dental supplier. Their T001 and A001 styles are your best bet. Apparently the lab coat worn by Neil Patrick Harris is actually a recycled costume from a Firefly episode; it was later dyed red for Act III.
Goggles - a friend of mine clued me into the fact that Horrible's accessories are welding supplies. I had no idea! And luckily, they are not expensive. Look for flip-up goggles with dark lenses. To help with your search look up keywords like "cutting & brazing." Here are a couple of choices from Global Sources:
Pan Taiwan
Doris Industrial & (http://doris-ind.com/02-SafetyGoggles.htm)
Amazon - these seem to have the best shading of the lenses but are currently unavailable.
Grobet seems to have another set.
These Sellstrom goggles are rather cheap and have a #5 shade to them as well. The green part would need some distressing to look worn and darker.
Up for debate is the color of the goggles so if you believe they are not green with shaded lenses and prefer to be in the silver with green lenses camp, then check out these at Morton Safety. I took a couple screen caps from Act I and they do look silver with green lenses.
Gloves - these are also welding supplies; for most of the show, he wears white but in Act III changes to black gloves and boots which are very easy to find. The white ones are harder so here are some links:
They are Tillman brand gloves with the logo on the cuff which is what makes perfect replicas harder to find.
These Black Stallion ones are close too; I would recommend using some white paint to cover up the logo enough so that it doesn't stand out as much but you can still see it.
Boots
(White)
Dr. Horrible wears your basic white rain boot or "wellies" as they say across the pond. You can find inexpensive commercial grade white rain boots on Amazon for around $23.
Another tall pair at QC goes for close to $20. They have two different pairs in white for steel toe or standard.
ACE Hardware also carries a pair.
(Black)
For a huge selection of black men's rubber boots, try QC.
Captain Hammer
Jinx.com has the T-shirt worn by Captain Hammer; some people are willing to go the extra mile and make their own with fabric paint or craft foamie cutouts for the logo. The cargo pants are easy enough to find at places like Old Navy. The black gloves can be simply black pirate gloves from your local Party City/Halloween store or even Darth Vader ones if you have them lying around. I firmly believe in interchanging costume parts so that you cut down on how much you need to spend.
Groupies
Jinx.com sells the T-Shirts worn by the groupies but apparently they sold out immediately; unfortunately it's the only place I know that carries them. For the cool green & black tights wore by the one groupie girl, check out We Love Colors' black striped thigh highs.
Penny - her wardrobe is pretty normal and casual. The key is to get the hair right and then I would suggest a floral dress with bloody shrapnel.