Hiya!
I don't do Lolita myself, but I do costuming and conventions all the time. There's a couple of good books you can check out (
Gothic and Lolita by Masayuki Yoshinaga, the
Gothic & Lolita Bible. There's also an anime magazine (I think it's Shojo Beat) that always features a section on gothic/lolita. (I work in a bookstore, does it show?

)
Ebay usually has TONS of cheap costume stuff, and there's a couple other websites you can check out too.
Cosworx.com is a cool site for wigs and accessories, and
Cosplay.com is a HUGE database of people in all kinds of costumes. It's great for ideas and inspiration! They've got everything from Star Trek to Anime! I love 'em lots!
Let us know when you've got pics! Good luck!
~Kes