1. Don't be afraid of thrift stores and offbrand.
I've had good luck in Primark and Orsay more than once and I've got a thrifted skirt from Zara which I absolutely adore - and which, btw, with all its perfect ruffles and petticoat-friendliness cost me but 1 USD.
There is another reason why I'd advise newbies to try thrifting and offbrand first other than simple frugality - and that is, it might be wise to try to get used to the silhouette first, before you seriously take the plunge and decide it is the thing for you.
Depending on how big your petticoats will be, it is likely you might topple things over. Sitting might prove a challenge. Walking up and down the stairs, since the skirts might obscure your view, might prove difficult to the point of being dangerous. Also, Lolita clothing with all its layers can get heavy. I sadly haven't got the equipment to weigh a whole ensemble, but let me tell you, if your health is in less than pristine shape, wearing Lolita for a full day can tire you out quite badly. Wigs can make your head hurt. Too tight a jsk might obstruct your breathing. All this combined, the weight, the wig, the problematic breathing thanks to a tight bodice, can result in you passing out.
In short, be careful please - and enjoy yourself experimenting! Sometimes those thrifted pieces can grow dearer to your heart than something you bought for 400 USD.
2. Learn to sew.
One of the common assumptions, I've noticed, in the Loli community is that clothes you make yourself are by default cheaper. The truth however is: it depends. They can be and they don't have to be. It depends on the fabrics and trimming you wish to use and how elaborate you imagine your dress to be.
Sometimes you can find a pretty fabric at a thrift store for next to nothing, sometimes you can get it from relatives or friends who sew for free, in the UK there are Indian fabric shops which often put perfectly useable scrap fabric on sale for a fraction of the price, or in my country there are shops which specialise in fabrics with slight imperfections and sell them for relatively cheap. It is possible to find pretty loliable stuff in them time to time, and a basic, nice Classic skirt like this, sans lining or lace, would cost you about 8 USD:
However, with elaborateness the cost goes higher. My projected batiste dress is so far about to cost me some 95-100 USD, of which 64 are for lace to be used on the skirt. I have not yet added the cost of lining, boning and the lace for the bodice, for I have to find that out yet. So let's say I land at 150-200 in the end. Still better than, say, new AP or IW dress, right? But not totally cheap either. Nevertheless the advantage is that the dress you make yourself will fit. It might turn out to be unique. It will certainly fill you with pride. And the skills you acquire along the way might enable you to make something truly show-stopping. Check out Lizchen-R's Deviantart and you'll see what I'm talking about.
3. Bodyline is a good starting point... if you are careful what you buy.
Look closely at the lace and read the descriptions. Read reviews at bodyline_love.
Personally, I own two skirts, a jsk, a bag and three pairs of shoes by Bodyline... and I adore them. Both my skirts and the jsk have got lined waist-ties, are rather smooth to the touch and are pleasant to wear, and the shoes and the bag are a delight. I also owned a blouse, which I wasn't that happy about, for it was rather stiff - but otherwise there was nothing wrong with it.