[MMM]

I love Sapporo, but this leg of the trip (likely taking a plane ride in the country) is going to be expensive. From Osaka, Kobe and Nara are very close, and even Hiroshima would be a cheaper option (if costs matter).

South (minami) Osaka has a lot of good shopping for Lolita fashion. Try Ame-mura district in Shinsaibashi.

A J-rock concert is going to be hard, but there are many live houses in Tokyo and Osaka, and you can see a show for a reasonable price at smaller club if you want. Pamphlets can be found wherever young people congretate...or pick up a Kansai Walker or Tokyo Walker magazine (Japanese). Tokyo Timeout will have that kind of info in English.