Best places for buying ready made steampunk parts are Etsy (look up victorian or steampunk etc), www.retroscopefashions.com
. From what I've seen, these are both fairly reasonably priced. A lot of people work the thrift store angle too. I have not been that lucky with thrift stores, but I know a lot of people find some amazing things.
Amazon has a pair of welder's goggles for about 16 bucks that you can use as a base for do-it-yourself goggles.
There are a few other sites, but those are my favorites.
There's no real rules for steampunk, it's one of those things that changes depending on who you're talking to. Some insist that it has to be historically accurate, some take a bit more of the punk aspect of it (corsets as outerwear, etc). A really good community for checking out other people's work and their thoughts is the steampunk_fashion community on livejournal. They're super helpful to first timers, and have a lot of really neat things to get inspiration from.
A good idea is to figure out what your character is, and figure out the outfit from there. For instance, if you were a gentleman going to a ball, you probably wouldn't be wearing goggles. If you're going to be an airship mechanic, you're probably not going to be rocking formal wear. Things like that.
I would recommend doing a bit of research on men's victorian fashions (just type it in google, there's a ton of really helpful websites). That way, whether you decide to make it historically accurate or not, you have the base knowledge to be able to tell the difference.
Hope this helps! Have fun!