Best, like many things, are subject to opinion. I'll just give you a list of online stores within the U.S that cater towards the lolita community:
Baby, the Stars Shine Bright (San Francisco)
Miss Megan Maude
Here's a link to a HUGE list of lolita brands
I've bought many things from overseas and I've had little problems with things arriving late. The main concern is being able to afford overseas shipping. If you're ever interested in purchasing things from overseas, but are concerned about the whole thing, I suggest joining what's called a GO or group order. I also recommend checking out the egl community sales. It's a livejournal community which lolita items are sold, auctioned, traded, and commissioned; most of the items there brand new (from various brands), second hand, or hand made. Maybe you could run into a lolita or two in your area there.
Forever21.com - Every girl should know about Forver21. Its cute chic clothes for the low. Its based out of America. Nothing on their website cost more than $70.
*Topshop.com- This website is mild couture and its based out of the UK. It’s somewhat expensive but they have pieces that’s inexpensive. They have shoes that run for about 350 and up.
Patricia Fields.com- A lot of celebrities get things off of here. Like Beyonce, Lady Gaga, Sarah Jessica Parker, Etc. Its a very funky website. You’ll get some rare pieces that you don’t really see anybody with. They aren’t really that expensive being that that tend to the stars. She has shoes from $88 and up.
Vspink.com- This is Victoria secrets Pink line. Its very girly and they are known for their sweat pants. Usually with the logo pink on it. Me personal I think that they’re pretty pricey. They run for about 50 bucks for ONE PAIR. $40 for a shirt. (Honestly Its not that serious)
*Asos.com- I absolutely love this website. Its probably the most recommended site that I use and Its based out of the UK. Its like a more couture Forever21. They have tons of selections. They cater to women and men. The quality of their clothing is very high quality for less. They have pieces from $5 to $500. Did I say I love this website?
Aldoshoes.com - If your looking for an awesome online shoe store then you found your place. They aren’t really that expensive if your looking for a quality shoe that use real material like leather or suede. Fashionista must.
Bakers.com - Very similiar to aldo. They have name brand shoes. Heel galore.
Lipsy.co.uk - Another UK stores. Expensive.