I'm about your size and you should be able to pick up everything you need from Walmart. They have their own store brand called Athletic Works, or something like that. Their workout gear goes up to a 18/20 in their standard size area. You can probably wear that or even a 14/16. I live in bike shorts (the longer, mid-thigh kind, not the shorties), and long tankinis with the built in bras. I use that for the treadmill and weight lifting. If I'm in a gym situation, I just throw on a t-shirt over it. WM has some cute exercise t's that fit over it all as well, but you could use anything you have on hand for that piece. Each item at WM is about $9.88 or so, you may even find some things on clearance. You should be able to get about 3 sets of everything to get you thru a week's wash for $60.
I would NOT recommend the Danskin line; also carried at Walmart. Their sizes tend to run small and will only disappoint you, even the XL's do not seem to fit me yet.
Good luck and have fun with the shopping! Let us know how you make out!