If you have a TK Maxx near you, they quite often have one brand of sportswear (can't remember what it's called) that seems ridiculously long (to me, because I'm short), and they're pretty cheap too. Also they tend to have the Elle Sport ones; the t-shirts are often quite big.
I also find women's sports tops get longer in bigger sizes, so if you get a size bigger than you want you might get another inch or two.
And Elizabeth: I like tight-fitting sports clothes so they don't flap around, but I do have mid-thigh length shorts - you can get them in the tight, leggings-style ones. Nike have some plain ones that have a back pocket in their dri-fit range.