His classes are much more accelerated and vigorous than at the ballrooms. Many of these teachers offer beginning classes at clubs right before the band strikes up. Next time you go to a swinging club, ask the really good dancers where they learned to dance. The dancing is more important than the clothes. But for men, suspenders, high-waisted pants and fedoras are key.
Women wear all sorts of retro dresses, as long as they allow for vigorous dancing.
Thrift shops may have cheap gems, if you're willing to spend a lot of time rooting around. Vintage clothing stores are more expensive but carry a full line of period gear. Haight Street in San Francisco has the largest concentration of used and vintage clothing shops. In San Jose, it's West San Carlos Street or Lincoln Avenue. You can also surf the web for vintage clothes.