... Anything that could be of use to someone clothing a guardsman. Suggest your own favorite links below, and I'll add them to the OP. Tutorials and Tipshttp://www.costumes.org/
Hard to navigate, but it is a huge, huge directory of amazing costuming information. http://www.costumingtips.org/
Exactly what it says on the tin. http://www.trsrockin.com/cosplay_howto.html
A beginner's guide to cosplay. http://www.cosplaysupplies.com/tutorials.php?id=3
Wonderflex, a thermoplastic, and it's use in prop construction. http://amethyst-angel.com/armormaking.html
Armormaking for the fiberglass phobic. Useful for Vostroyans, Stormtroopers, and officers. http://bolter.blog.com/
Kai, who made that amazing Sister of Battle costume for his wife, runs this blog. It has instructions on how to make a bolt pistol, among other things. http://www.threadbanger.com/threadheads/episode/THR_20070608
Tutorial specifically on how to take in dress shirts, but it applies to almost every other kind of garment. Also shows you how to make a dress form that fits you exactly for about $5. Storeshttp://www.sovietarmystuff.com/
Soviet army surplus. Amazing, amazing stuff for both Krieg and your average guardsman. http://www.gijen.com/
General army surplushttp://www.a2armory.com/
A variety of reproductions from the Dark Ages to WW2. Could be useful for inquisitorial characters, too. http://www.tapplastics.com/index.php?PHPSE...191748745224585
Source of all kinds of plastic, both for armor and casting. The employees are very nice. http://www.usplastic.com/catalog/item.aspx...lickid=redirect
Another source of plastic. http://www.smooth-on.com/
Casting supplies, mostly silicone and resin. http://www.chefwear.com/store/item.asp?ITE...EPARTMENT_ID=5&
Good for tunics!http://www.sciplus.com/
Good for a huge variety of props, especially Inquisition and Adeptus Mechanicus. Heresyhttp://www.youtube.com/watch?v=7XqIvjtj2qA
for all you DKoKers...
Remember, suggest your favorite links!
EDIT: moved from IG to general costuming, because most of these links apply to at least two sections and there isn't enough information here yet to warrant Useful Link threads in all sections.