I did a big order from Yesstyle, most of it was one size, and only one thing didn't fit me... but that means also that at least one thing wasn't the same 'one size' as the others! 
For lolita clothing, brands like Innocent World pretty much only do one size in everything, so I have a guide of all my body measurements to make sure I fit.
I guess I'm pretty lucky, I'm an average Japanese size so I can fit most things (at least I was that size, I need to get back into shape right now!)
I'd hate to be tall, I feel sorry for tall lolita in that respect 