Go to the Roots website, "The Pilgrims and the Plymouth Colony: 1620," and read the descriptions of the fabric and clothing of the 1620 Pilgrims (see Resources below). Men wore doublets (fitted jackets) over long shirts, breeches (pants that came to the knee), stockings, low shoes and cloaks. Women wore gowns made of a bodice and an ankle-length skirt that were sometimes of different colors, and aprons when the women were working. The Pilgrim's favored brown, green and gray colors for their clothing. Black was only for formal occasions.
Check out the Plymouth Plantation site for a simplified, but no less informative description of what the Pilgrims wore. The site includes some photos (see Resources below).
Visit a costume shop near you. These can be found in the phone book. For a reasonable fee, you can rent a Pilgrim costumes for men, women and children.
Attend a theater costume shop sale. Sometimes local theaters have sales where they sell some of their costumes to gain space for newer costumes. Check the local papers, or look in the phone book for the theater's number.
Make your own Pilgrim Clothing. Books like "Period Costume for Stage and Screen: Patterns for Women, 1500-1900," by Jean Hunnisett are a valuable resource.