There's many different ways to wear lolita but most outfits can be categorised under 4 main substyles: classical, goth, sweet, and oldschool. It's also normal for an outfit to blur the lines between two or more of these substyles, so don't take these labels too seriously.
Classical: Most reminiscent of historical fashion. Prints are simple and the colours are muted. Very classy, you could probably even get away with wearing some classical lolita to work.
Main brands: Innocent world, Victorian maiden, Mary magdalene.
Goth: Dark colours, crosses, or spooky motifs are all something that may be in a gothic coord. The same sort of things you would expect from regular goth, but worn in accordance with lolita conventions.
Main brands: Moi meme moitie, Atelier pierrot, Atelier boz.
Sweet: The most popular substyle since the early 2010s. Defined by a pastel rainbow or brighter colours and cute motifs, sweet definitely stands out the most in a crowd. Disney princesses wish they sparkled as much as sweet lolitas.
Main brands: Angelic pretty, Baby the stars shine bright, Metamorphose temps de fille.
Oldschool: Most lolitas on Neocities wear this style. Oldschool sticks to the style's roots and prints are rarely seen. Couch-like florals, tartan, cotton, and velvet are worn instead of polyester and chiffon. An Oldschoolers' wardrobe will be mostly vintage pieces.
Main brands: No big brands are dedicated entirely to this look anymore. Some brands have a "classics" or "basics" line that can work, although limiting yourself to not buying second-hand for this style would be silly.
Images on this page from various magazines via LolitaHistory.com