I usually purchase his costumes from Target. They are normally between $10-$15 and most years I waited until the day of to purchase so I got them on sale. If you are creative you can certainly make your own. I've seen some really creative ideas on Pinterest.
Are you dressing up your fur babies this year?
2007 - Captain Jack Sparrow - Target
2008 - Dorothy - Halloween Spirit Store
2009 - Bumble Bee - Target
2010 - Turtle - Target
2011 - Spider - Petco
2012 - Batman - Petco