One can purchase LEGO helicopter parts in many different places. Some places one can buy them are eBay, Amazon, the LEGO official store, Big W and The Daily Brick.
The best place to buy cheap Lego is from the Internet. Sites like eBay and Amazon are the best, and most reliable for purchasing Lego sets, minifigures, parts etc (new and old).
You can go to the LEGO site and they allow you to order individual parts there, so you don't need to buy a set. People also sell lots of different parts on eBay sometimes.
you buy it at a Lego shop
LEGO doesn't sell military set . If you are ok with much lower quality of parts check out best-lock toys. There are companies that specialize purely in creating custom Military / Army Minifigures or Model kits out standard LEGO parts and some custom elements.
eBay, Amazon or the Lego website are the best places to buy Lego train sets.
It would be very hard to make Lego parts yourself, that's up to Lego to do! Also, it's against the Lego Copyright notice, so I wouldn't if I was you! :)
No, you can only buy 'Catwoman' on the game.
Buy it!!
At any Lego Store
You buy them
Sadly Lego costumes do not exist, however you can buy weapons etc. from your nearest Lego store.