Maybe this is cheating but if you're not inclined to sew or to find someone to sew for you, Hot Topic has some really nice lolita-looking things in right now. Stock varies from store to store, but for around $40-$75 you can buy a nice little dress or for more a top, vest and skirt combo. There's other places you can outright buy (eBay), but since you're new it's probably best to keep it someplace simple and you can try the stuff on there usually without a problem. Personally, I'm waiting for some of these things to go on clearance - but you could concievably completely outfit yourself there, from shoes and stockings to a bra/bustier set of some sort to the outfit itself. You'll pay through the nose (check the clearance rack first, I've seen a few cute dresses for around $20), but probably about the same as what some of the people who do costumes to comission like to get for theirs (which usually seems to run around $100).
That would get you started enough to get your feet wet and if you want to do more, or make your own, you can go on from there -
I'm here, I'm not queer, but I kind of look like I might be, get used to it... (that's not how they said it on South Park, but close enough for me) ... I'm not a lesbian, I just play one on weekends.