Hi Sophie,
I'm a man but I hope you don't mind me answering as I've just posted a similar answer to Rowanwitch's question below about underwear and lingerie. My wife is just under 5' tall and her size is 32B. We used to have real problems finding her clothes around the shops unless we went to the childrens' departments. Then I found a company called Simply Yours in Oldham. They have a huge range of styles and sizes of ladies underwear and lingerie and we now buy all my wife's underwear on-line from them (SimplyYours.co.uk). They have a huge on-line catalogue and their prices are very reasonable. I'm sure we saw sports bras in the catalogue. I hope that helps.
PS. Once you place an order it seems Simply Yours send you loads of emails, postal catalogues and offers.