A lot of soldier just use store-bought men's shirts in the appropriate color. I've seen others use trench coats. The ones that look the best are ones that the cosplayer made from a pattern or commissioned from someone who sews. Personally, I'm going to use a modified men's shirt pattern to make my soldier jacket.
As for the belt and bandoleer, I'm also making my own out of vinyl. Belts aren't too hard to make, so you might consider making your own, otherwise you should look online for a belt that's at least three inches wide for the one around his waist, and then you could use another long belt for the bandoleer.
I hope that helps. I'd love to hear what other soldiers have done, though.
Costumes In Progress:
Pink Ninja Ranger (Mighty Morphin Power Rangers: The Movie)
Blu Soldier (Team Fortress 2)
Griselda (Odin Sphere)