I bought mine at the Gap à la carte. The regular suits you find at Filene's, etc. make me look fat. If worst comes to worst, you could try Woodbury Commons Outlets-
http://www.premiumoutlets.com/outlets/outlet.asp?id=7 (there's a CoachUSA bus from Manhattan) or Macy's. I prefer the more slim-fit look as well (it fits me better too), which is the reason I didn't buy an actual suit.
But then, seriously. Define "suit". It's pants, a shirt, and a jacket. Whether you buy them separately or together is irrelevant.
There is something weird about buying clothes online-especially ebay.