Many people rather than buying, make Halloween costume from what they have lying about the house as well using their own skill and creativity. These often make the best Halloween costumes, and are often more unique than what you can buy. For me the hardest part in making your own fancy dress outfit, is to come up with the initial idea. Sure you can always use an old sheet to make a ghost costume, but unless it is the best sheet ever made, it just isn't going to cut the mustard!
I have recently found a bunch of sewing books that have Halloween costume patterns in them. I haven't tried any of them myself, so can't really comment, but if you are interested in sewing and making your own Halloween costume, you may want to give one a try:
Illegally Easy Halloween Costumes for Kids by Leila Peltosaari
Creative Costumes and Halloween Decor: 50 Projects to Craft and Sew
Both of these have Halloween costume patterns and can be found on Amazon. There are also a bunch of other books on Halloween and Halloween fancy dress available on Amazon. Most books seem to be aimed at children's Halloween costumes, I guess they assume that most adults would buy or hire their fancy dress costume?
On the down side to buying a book for homemade Halloween costumes, is that by the time you have bought the book, and the material to make the costume, I am sure that in many cases it would work out cheaper to just buy the costume. So it is probably best to go down the route if the idea of making your own Halloween costume sounds like fun and not because you are looking for cheap fancy dress.
Anyway good luck and here is to a great Halloween!