At Armory Station, before climbing into the train car, you can purchase a Sneaking Suit for 100 military cartridges from the vendor across from the Ammo Exchange.

Note that the vendor next to the Stealth Suit vendor sells an Armor Suit which will decrease the damage Artyom takes (both suits can be worn, but only the last one visibly reflected on the body model).

At Polis, a vendor next to the Ammo Exchange sells a similar Armor Suit (same price as the other suits).