Fate/stay night, Saber gets extra points for not only having a fancy dress, particularly the gold trimming, but one that's further pimped out with plate mail. It's to be expected, though: most of the examples here are merely princesses, while Saber is a king. King Arthur, to be precise.
In Fate/Nuovo Guerra, Lempicialynn wears a red dress trimmed with black frills, and Lumivellamo wears a blue dress with white trimming and frills.
Another is a purple dress with ruffled trimming, darker purple underskirt, puff sleeves, white Opera Gloves, and a lace-trimmed choker.
The witches of Umineko: When They Cry all seem to get this, as well as one or two members of the Ushiromiya family.
Beatrice's dress is one of the most elaborate◊. It's a dark brown dress with large orange symbols and trimming, a dark red ruched petticoat, puff sleeves, a small pink bow, and white flounces. As a child◊, she wore a dark red dress with puff sleeves and two large white sashes that tied at the back and fell down like a cape.
Bernkastel wears a blue and white dress◊ with ruffles, flared sleeves, a large blue bow at the neck, and a double tiered underskirt.
Lambdadelta wears a pink dress◊ with pink ruffles, red bows, black opera gloves, puff sleeves, and a pumpkin decoration on the waist.
Virgilia wears a black dress◊ with white ruffles, a white ruffled petticoat, and a nice hat with red flowers and white ruffles under the brim.
Eva-Beatrice wears a purple and black dress◊ with ruffles, underskirt, opera gloves, a large red bow on the waist, and a ruffled hat with a red rose on the side.
Featherine wears two◊. One is a pink kimono with a bell skirt, opera gloves, and a green sash with medals decorating it. The other is a brown dress with lots of white frill trimming, and a gold sash with a green jewel clasping it together.
Shannon◊ has one skirt on top of a miniskirt, a corset, and several buckles. And she's just a servant.
Natsuhi wears a dress with at least three layers in the skirt, each cut to show the other layers. In the manga, she wears an even more frilly dress.