I've found the same problem and I've found some great plus sized workout clothing sites, but their prices are ridiculous.
I did find this which actually suggests old Navy, Target and Lane Bryant. fitbottomedgirls.com/2011/10/the-5-best-pl
I've also had some luck at WalMart, but it takes awhile to pick through their plus sized section.
A quick google search of Plus Sized fitness wear will give you a whole list of sites that are out of my price range for clothes i don't want to wear for long. You may find that you have to go online to get the sizes you want from places like Nike.