Harry's look in the books is fairly similar to, say, the Shadow. The duster shouldn't be hard to come by. Hell, I've got one (Driza-bone). They aren't cheap in the sense of "Oh, I'll just spend $40 and get me a duster." The duster is gonna run you around $80-200-ish. David Morgan (guy who sells some Indy gear) sells them. Western wear places will sell them, too, most likely. Sheplers has 'em for $90. If you're only ever going to wear it costuming, then I wouldn't spend a ton of money on the duster. That said, they do make excellent raincoats, if a trifle...odd looking. I used to wear mine in high school (this was before things like the "Trenchcoat Mafia") and people called me "Darkman" from time to time.
Which brings me to the hat.
Harry's hat in the novels is NOT a cowboy hat. My sense is his hat is a fedora. But look at the book covers to figure it out. Most fedoras that you're gonna find will either be Indy replicas, or will be things like stingy-brims these days. I'd say try to find yourself a hat closer to The Shadow's. But look at the book covers to be sure. It's clearly a fedora of SOME kind.
Don't forget to bring a staff and blasting rod.
As for the TV show, I watched it first (before reading the books) and I think it showed real promise. Typical that Sci-Fi would cancel it, of course, just as it was getting good. But hey, that's the Sci-Fi channel for ya. Gotta make more room for Giant Pig vs. Mutated Sloth in the budget.
The show is....loosely based on the books. There are definitely clear differences. Thing is, I'm not really sure that the books could be effectively translated to screen any other way. So, honestly, I was happy with the show (in retrospect) as a translation of the books. I wouldn't demand absolute 100% fidelity to the original material, under the circumstances.