1. Either the red Thriller Jacket
or
2. The black and white one worn during Thriller rehearsal (GO to youtube search the making of thriller pt.4 and/or 5
or
3.The one from Beat It.
Okay I've recently checked on eBay and someone is selling the White sequined gloves however I don't think their authentic; but similar.
The is the Michael Jackson Clothing Store- they have some hats, jackets and the gloves (although their pricy).
http://www.michael-jackson-trader.com/store/cat/clothing.html
OKAY I JUST FOUND THIS ONE! Michael Jackson Celebrity Clothing Superstore. They are EXCELLENT they have everything jackets, trousers, gloves you name it. They have the thriller jacket, dangerous jacket (you can even get it custom made). FANTASTIC REPLICAS!!!! Visit this site:
http://www.michaeljacksoncelebrityclothing.com/
I've also just found the Thriller Red Jacket here for you on eBay tooXD. $183AUS Here is the eBay item no. 390067250906
There are also some MJ items for sale at Michael Jacksons COllectors Store http://991.com/Buy/ProductListing.aspx?ArtistName=Michael+Jackson&ProductType=JAK&Sort=3&Page=1
I've listed a few for you, although if you looked up google or serched the net for MJ mercandice I garantee you'll find more.
Depending on how much your willing yo pay and if you want a really authentic or similar MJ jacket/ glove the price will vary- generally their quite expensive.
However I would really recommend the Michael Jackson Celebrity Clothing Superstore - they have EVERYTHING!
http://www.michaeljacksoncelebrityclothing.com/
AND
they eBay Thriller Jacket (Buy it 
) Go to eBay and just put this number in: 390067250906
Well I hope i've been of help and let me know if I can be of any more assisstance. Enjoy!
Michael Jackson you will forever be loved and in our hearts! <333
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