Wear can you get cheap scene clothes?

I'd suggest searching online stores, etsy, or alt fashion directories. You'll find more original clothes outside of stuff normally found in the malls.

You could also check out places like Hot Topic, Kid Robot, Tokidoki, Gesshoku Designs.

Look for sales communities on livejournal.com that focus on scene/goth/alt fashion - they're full of diy artists selling their own stuff, promoting their online stores and such.