It depends on the use you get out of your lolita, I guess. I have a handful of princess dresses to dress my mannequin in; I enjoy looking at the dresses as much as I enjoy wearing them, so for me the handful of dresses are worth it to keep around for eye candy (and I can afford the price tag, so it's not like I'm skimping on other dresses to keep these).
If you want something fancy that you can wear to cons repeatedly, and which you can change up with each wear, I'd say fancy skirts and jumperskirts are the most versatile. The really plain dresses (even ones with all over or floral prints) with very little design features will be difficult to work into fancy coords as they look so plain. Instead, pick something with a border print and some decoration on the bodice, or something with a fair amount of ruffles and flounces, those are easier to work with.
For those fancy jsks and skirts, you can do a lot of different coords -- long- or short-sleeved blouse for the weather, or coord with flouncy princess-sleeved blouse or with lace gloves for fancy events. You can add underskirts and pin up parts of the skirt for an artsy look. You can add overskirts and overdresses to change things up. For a skirt, you can go with a blouse or a cutsew, or you can coord it with different-coloured or differently styled bustiers for many different jsk-type looks. So basically you'll get many more different looks out of a jsk or skirt than any kind of OP.
On the flip side, you might not want to wear the same print over and over again to several cons, no matter how creative, so if you feel like it's a hassle to keep coming up with different looks, you could always buy one OTT dress, wear it one time, sell it off, rinse and repeat for each con. It looks a bit shallow, yes, but let's face it, these are pretty clothes, and if you get the most joy out of wearing a different OTT dress to every con, who has the authority to tell you how to enjoy your own hobby?