Often used to try and explain purchasing from Milanoo
Don't get me wrong, I am not about to say Lolita is cheap, I feel like it's important to realise that as a niche fashion Lolita is always going to be at least a little bit more expensive than regular street clothes, however it doesn't have to break the bank, though it is worth remembering usually you get what you pay for.
Personally, the easiest and cheapest way I have managed to build a wardrobe is by making my own, I realise it's not an option for everybody but if sewing is something you're interested in I highly recommend learning to sew and sewing your own Lolita, it's also a pretty handy way to get what you want if you don't have brand proportions.
It is possible to buy premade Lolita without resorting to Milanoo (who have incredibly shitty business practices such as trolling EGL back in the day and frequently sending out items that look nothing like what was ordered).
Anna House offer a fairly limited selection, and their fabrics aren't always the best quality, but the construction is pretty solid and they're well priced.
Bodyline are a pretty controversial one, I personally wouldn't buy from them myself as I don't want to support the business of an alleged paedophile and someone who has some pretty shady business practices (such as trolling Kera recently in order to get some page hits on Facebook), and the weird sizing puts me off too, but many people seem to like Bodyline because they have low prices and you are likely at the very least to get a dress that looks like the dress in the picture and not a shower curtain.
Taobao requires a shopping service if you live outside of China, however it has two major advantages: Price and customising. A lot of shops on Taobao offer customised sizing, which is again helpful if you don't have brand proportions.