As a professional seamstress, I can say that it's nowhere near "easier" to make Lolita clothing, than it is to buy it. If you're doing it correctly and up to decent quality standards, then you're likely to spend just as much on a dress that you make, as you are on one that you bought from, say, egl_comm_sales on livejournal.
Most of the items that I've purchased were because I didn't want to go through the insane amount of effort to replicate it properly.
If you're looking for quick, cheap alternatives, then the best things to make are accessories. And, sometimes, really simple skirts. Emphasis on simple.
For reference: This Skirt that I made used 4 yards of the pink fabric, plus a yard and a half of white for lining, plus all of the trim needed. The pink fabric was $6/yard, totaling to $24, plus $5 for additional white fabric, plus $6 for lace, ribbon, braid. Plus $5 for notions.
And that's not even going into what it takes in labor. In materials alone, that skirt cost ~$40. As for the labor? There's 17 yards of ruffles that I had to hand gather, matching the pattern of gingham for every single piece.
And, This Skirt cost between $50-$60 in materials, and included another 17 yards of ruffling, plus the construction issues of learning how to add an elastic panel to a fully lined high waisted skirt with invisible zipper (that was a learning experience).
Sewing is very useful, and it's a great joy to make items that are special and that fit you better than anything you could buy-- but sewing is, by no means, easy.