Best online shops to find details for an ALW Phantom costume?

There are no pre-made, mass produced Phantom costumes that do not look like crap. You will have to assemble yourself, or commission a seamstress to get what you want.
I'm afraid your question wasn't entirely clear, as well. Are you looking for a good ALW style costume (and then you need to specify stage or movie), or more Leroux? In the case of the stage style costume I know Phantom On A Budget offers tips to get the right look. Although, for the sequined cloak, you're going to either have to commission it or get yourself a Bedazzler.
If you're wanting more of a Leroux, then I would go on ebay to look for gentleman's styles from the late 1800s. The novel said that he dressed in evening attire (so very elegant and fashionable), that his suit was ill-fitting, and he wore a black full face mask. If you want something fancy, Venetian masks can be found. Papier mache would be period appropriate, or you could do what I did and make your own (mine looks like s**t, but it was a first attempt and it's still kinda cool
Goodwill and other second hand or retro stores will also be your friends.
Other than that, throw me some specifics on what you want and I can give you more detail.