TJ Maxx and Marshals both have a ton of workout clothes. Their usual brands at the usual prices. At my local stores I saw a ton of tights, capris, pants, sports bras, etc. Brands I saw included Balance Collection, Under Armor, Nike, Reebox, RBX (?), Hind, Russell, and the regular assortment.
They also had yoga mats, yoga towels, weight lifting gloves, "weights," Swiss balls, and kettlebells. I know nothing of those, so I can't tell you if those brands are good.