It depends. My man has (from time to time) asked me if I would be willing to wear a certain, specific costume. If I'm game, he'll get it for me. But if I'm out and see something pretty that catches my eye, I'll buy it to wear for him.
I think this is one of the dangers of putting too much emphasis on certain days, like birthdays or holidays. Then there's worry about who should buy what for whom. However, if you feel like you would like him to get you something sexy for your birthday, just tell him. If he's anything like my man he's just waiting for you to tell him what you like/want so he can do it for you! And that way there's no wondering or worrying. Otherwise, buy what you want when you want, and rock it!