There are several places to find Lego builders. The Lego company has a whole section of their website associated with Lego builders, or one could just buy a book on Amazon written by a Lego master builder.
you buy it at a Lego shop
A company named "Lego" has a Master Chief Halo figure listed on Amazon at the moment (March 2011) http://www.amazon.com/HALO-Master-Chief-Navy-Blue/dp/B001L18CK2 This may not be an official Lego product. However, it will interchange with Lego pieces. It is a complete figure. If you wish to make your own, BrickForge makes custom armor, BrickArms the guns. This is most likely where the parts for the "Lego" product above come from. It would be cheaper to buy the pieces and make your own, especially if you want more than one. Kubricks also has parts that interchange with Lego, including a Master Chief from Halo figure.
in the back of bob the builder stores
eBay, Amazon or the Lego website are the best places to buy Lego train sets.
No, you can only buy 'Catwoman' on the game.
Buy it!!
You buy them
At any Lego Store
Sadly Lego costumes do not exist, however you can buy weapons etc. from your nearest Lego store.
You cannot get free Builder's Club, you have to buy it.
The current Lego 3658 set is the Police helicopter, buy it now from the Lego Shop!