Lolita to me is not a costume, it's a fashion. More than that, it's a fashion I wear out in public and have done so on daily occasions to all sorts of places. I can tell you the best and worst places I've been.
The worst place to wear Lolita is in a podunk town at the local Walmart. I get all sorts of opinions on my clothes but Walmart is the only place I've been where people have actually been rude to me. Back when I was into cutesier clothes like sweet Lolita, a drunk hillbilly yelled in my direction. He was yelling out "What the fuck! What the fuck is that!" It was in a rude manner and it didn't help that his girlfriend was completely embarrassed by his actions. I don't let people like that bother me though. I just smile an keep walking. This is the worst thing that has happened to me in Lolita clothes. All other negative actions such as calling me names like Betty Boop (How does my clothes and pink hair at the time translate to Betty Boop is your guess) aren't so terrible because you can tell the people doing it dig it in a fetish way unlike the drunk hillbilly.
I have many good times in Lolita though. Some of the best include the time I was at Hobby Lobby with another Lolita doing some hobby shopping in the beads and looking at all the cute spring household decorations and two girls saw us and started whispering (loudly) "OMG, it's REAL Lolitas. So cool!" I definitely liked that quite a bit. Also, I received a free CD from the clerk at Hot Topic cause he thought I was cute. I went in to buy the Girl with the Dragon Tattoo soundtrack and spotted a Die Antwort CD that I felt the need to have and he gave me the Die Antwort CD for free. He complimented me quite a bit. Also, when I was in Kuwait City, Kuwait at the airport, I was wearing some goth clothes and a guy in one of the fancy airport luggage shops liked my clothes. Of course everyone else stared cause I was the only female in the place not in a burka but whatever.
Generally, when I wear Lolita I get good reviews from people who think it's cute but I don't really hang out at teeny bopper places. I really only go to the movies and craft stores. Only the yelling hillbilly sticks out in my mind as negative. Also, craft stores are the best to wear hand-made dresses because the older ladies really like it and think its cute.