Someone else who is into steampunk and renaissance!
I love corsets, but I do not own any currently. I simply don't have the money to dish out for one right now. As far as waist-training goes, it can cause some health issues. It can actually deform your ribs. Basically you make your corset a little tighter each day. Really not a good thing to do if you haven't lost weight to go along with the tightening.
Anyways, if you're looking for nice corsets, definitely check out Etsy.com. Find a seller that will customize for your proportions, if possible.