Found a new site that might be of interest to cosplayers (in New Scientist of all places).

www.mutr.co.uk

They do very wide variety of weird and wonderful materials, like kevlar, temperature sensitive film, thermoset plastic etc.

I don't know the density, so I'm not sure, but I think this:

http://www.mutr.co.uk/catalog/product_info.php?products_id=550&osCsid=a4a4a61d76cdb969c82f9ec1278992e6

might be a cheaper alternative to wonderflex.

And no, they're not playing me commission, though if anyone from the site is watching, I'm happy to accept it in store vouchers

Oooh, very interesting indeed! Cheers!