I'd recommend a dancer's belt for proper support & control (yikes, I'm making it sound like the male equivalent of a bra). Capezio dancer's belts are good, as are Star-Styled and M. Stevens. Remember, ballet wear is sized for dancers and not couch potatoes...so a large isn't as large as you might expect...
Of the online stores that I have seen, I've liked River's Edge Dancewear's selection.
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