I don't know how far this will get you or what luck you'll have regarding prices, but when I worked in Soho, I used to see all sorts of awesome cocktail dresses in the windows. Granted, some are going to cost a billion dollars, but the designers frequently have sample sales.

In fact, Betsey Johnson is having a sample sale through today. Not saying that Ms Johnson's style will necessarily fit for weddings, but you never know! I don't think it'd hurt to wander around there and see if there are any finds...assuming you have the time to spare?