tutorial on youtube using a lampshade. I remembered a girl at Ohayocon telling me her dad made her a hat out of a paper coffee cup. Suddenly the method clicked in my head. For one hat I used a 12 oz coffee cup and the other I used a smaller, plastic cup I had. I used cardboard as the base and the top cover for both. For the green hat, the top and base are covered with felt. I found out that while the felt I had worked well for covering flat surfaces, it didn't fit too well when I tried to adhere it to the cup. So I used scrap fabric to wrap around the cup. I didn't measure exactly, so I kind of have an extra crooked flap on one side, but you can't really tell from a distance. Plus, it lays pretty flat, blending in. I burned almost all my fingers with the hot glue gun, and made a nightmare of my living room (it's clean now), but it was worth it. I'm really proud of my hats. I figure with practice, I'll get better. I also bought a mini top hat for teddy bears at Michael's, but have yet to decorate it. Now I just gotta figure out how I'm going to attach the hat to my head. I think I'm going to get metal hair clips and hot glue them underneath.
You could also try painting your hat instead of covering it with fabric. Acrylic paint is cheap and decent brushes are not that expensive. All you got to do is go home, invest some time, be patient (which I'm not very good at), and you'll have an awesome Lolita hat.