Let's look at some of the things you'll need to consider when choosing your Darth Vader Costume.
First, you'll have to decide on the level of realism you want. A Darth Vader costume can cost you anywhere from under $30 for a simple kids costume to nearly $1000 for a realistic adult version. And there are plenty of options in between to choose from as well.
Generally, the more you spend, the more realistic the costume will be. The more expensive versions will have higher quality helmets, a more realistic suit and they might even have the breathing sounds and voice changer to make the effect complete.
You might even want to consider renting the costume, particularly if it's for an adult. Most costume rental shops will have Darth Vader in their selection, because it is popular year after year. Renting is usually a better option for adults than for kids, since most costume rental shops only stock adult sizes. Just be prepared to spend as much or more to rent the costume as you would to buy one. Costume shops tend to have much higher quality costumes, and while it will cost you, the results can be fantastic.
If you do choose to buy your costume, you will probably be best to do your shopping on the internet, at a website like BuyCostumes.com or HalloweenExpress.com or indeed at amazon.com. These costume sites have a much bigger selection than most local stores, and you can generally get all the accessories you might need, such as the lightsaber and voice changer.
If you want something a little more creative, you could try a Darth Vader "unmasked" costume. Skip the helmet, and use some white face paint to make yourself up to look like Darth Vader / Anakin Skywalker when he was unmasked at the end of Return of the Jedi.
If you're looking for a kids Darth Vader costume, make sure you keep safety in mind. Because the helmet/mask covers their entire face, you need to be sure that their field of vision isn't restricted too much. Especially if they're going to be out walking the streets around home when trick-or-treating. While realism is great, safety is more important.