Ebay! - Seriously, this is a good
place to look. Many seamstresses in Hong Kong take commissions for
reasonable prices through ebay. You can also try searching for
"rockabilly" or "square dance" dresses - if you find something in the
right color you can pass it off as loligoth and save a bundle!
Cosmates - Shipping designs from Japan, for the authentic gothloli look. However, buying clothes from Japan is generally VERY expensive.
Baby The Stars Shine Bright - This is another famous authentic Japanese clothing store. Again, expect it to be expensive and to only come in small sizes!
Shadow Fae - A few nice dress designs, including an EVIL Alice in Wonderland. I think the Ayame is my favorite.
In The Starlight - Gothic lolita dresses and accessories. Good place to pick up an apron?
Gosurori Patterns - Scanned patterns from some of the japanese magazines, for those of you who can sew! - You should also look here for more information on how to understand Japanese patterns!
Sweet Loli - Cafepress shop for tshirts and other goods featuring cute lil gothgirls.
Alt.Gothic.Fashion FAQ - Full of suggestions on places to acquire goth clothing, plus tips on how to make some neat things yourself on the cheap!
Gallery Serpentine - Clothing shop based in Australia. Does goth clothes and corsets and has a page for gothic lolita / Victorian fashions.
Leather Works - Gothic and fantasy themed clothing, costumes, and accessories. Not really loligoth but there are many pretty things here.