Any of the big companies that do kits should be able to do leg and arm warmers too. Some like Champion ( http://champ-sys.com/lycra-leg-warmers.html )will do fairly small runs - they have a min of 10 pieces at $23 each. If you research a bit I'm sure you'll come up with others too. With digital printing these days the set up is so much easier to do that companies are willing to do smaller runs.
btw - you'll save some money if you can do the graphic design yourself (most places provide templates compatible with the more common programs - like Adobe Illustrator), but they will also design them for you, for a fee of course.