Target — even the terrible one in the International Center for Bad Parenting (I mean, Atlantic Center) — has reasonable and cheap workout clothes, but so does the Burlington Coat Factory (also in the Atlantic Center). My very favourite $15 yoga pants came from there. If you need a good sports bra, the brand to get is Moving Comfort, which are sold at the Jackrabbit Sports on 7th ave in Park Slope. There are also often sales on stuff at REI if you prefer your sportswear more cooperative.