Above is the 'alice bow' or 'head bow'. It is attatched usually to a head band and is usually quite large. The one pictured would probably be classed as a "head eater" which means it's so big it looks like it's eating your head! The good thing is, head eaters look great with lolita if you team them up with a nice hair style.
Above is the 'headress'. These are most commonly seen in old school lolita, but can look nice on the right person. Many lolitas don't wear them anymore because barely anyone suits them and they are most commonly used as head gear for ita costumey outfits.
Above is a pretty head band. I personally haven't seen these around much! They're pretty cute though. Just a basic head band with cotton lace and a bow on each side.
Above is one of the Baby The Stars Shine Bright bunny hats! Upon it's release, it caused a few WTFs, but is actually pretty cute I think! Not very common among the lolita community.
And lastly, above is the full bonnet. The full bonnet is cute and maiden-like, though many people consider it to be the 'bow peep' look. It covers the back of your head and the front part sits up on top of your head.