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BodyLine
A cheap place to buy from, some of their items are not quite the best but overall their quality is okay and they're convenient and usually priced reasonably.
Fan Plus Friend
Has a lot of options, generally a step higher than Bodyline though they also have some problematic pieces. They do have a selection worth browsing, but the shipping can be a bit expensive as I believe they only ship express.
Clobba
Reliable seller, it's a shopping service in that you send a quote inquiry and then are sent an order form to fill out, and then send back to get an invoice in which to pay. They are cheaper than Qutieland and have over several of the same products for less.
Qutieland
Has a huge selection and generally very good quality. Shipping causes them to be pricier.
A Brand list on EGL, the LiveJournal Lolita community. The list itself is not quite pretty to look at but it's extensive. If you don't have a LiveJournal you may want to get one solely for being able to interact with the LJ lolita communities as well as their comm sales. You will need to be able to link to some feedback elsewhere though, like eBay feedback or something, at least they prefer it when you start out so they know you're not a wet behind the ears scammer.

Petticoats
Do not buy petticoats from Bodyline, they loose puff fast. You need to spend money and invest on a petticoat and make sure you get yourself a good one that will last.
Clobba & Quiteland
Sells Classical Puppets petticoats (and some others). Classical Puppets are one of the most used brands for petticoats. They are also praised for their quality more often than not.
Vivcore
Sells the Lace Petticoat and Fluffy petticoat. The fluffy petticoat is the same as a Malco Modes 582 P petticoat, Malco Modes I believe make square dance petticoats but they're still good just a bit on the long side.
VictorianGirlDress
If you're on the smaller side VictorianGirlDress petticoats can fit and work well often, they're praised as well from what I've heard and been told.

Extra
The Lolita-Tips tumblr founder gives out a lot of advice on whether certain Bodyline items are worth it quite often.
You could also look on Etsy and EGL comm sales for used or handmade or vintage items.
this is a list of Lolita Taobao shops.
this is a list of Lolita Etsy shops.

Washing
Japanese Washing Care Tag Translations
From what I've been told this chart can help you translate the warnings on your clothing tags.
Wash BodyLine 1
Wash Bodyline 2
Wash Bodyline 3
General Wash
Brand Wash

Wigs
If you want several more wig places I recommend in cosplay, feel free just to ask!
Gothic Lolita Wigs
One of the best places in my opinion to get wigs from. Reviews are almost always positive and praise the soft feel and cute styles and I really adore their wigs, I've ordered a Duchess for myself personally and plan to order all the other colors when I'm able, I just want like all of GLW. Their Facebook page is very active in answering questions and displaying customer pictures.
Arda Wigs
If a wig you like from Arda says out of stock or sold out, just check their restockpage frequently to see when it will be coming back in stock.
Arda Wigs is has good customer service, pretty good wig styles to choose from, lots of accessories like bangs and ponytail clips, a gallery full of customer photos wearing their wigs, and they're just pretty much rather fabulous. I have not bought a wig from them YET but I really do want to. Their wigs are all pretty much at least $30 though, but you buy quality, reliability, brand name, and thickness. Arda Wigs are known for great wig fiber thickness and their wig cap sizes can accommodate larger heads or those who have a lot of hair to cover up.