Many women don't like the fact that it is hard to get stylish dresses with sleeves, or that cover the whole back. It can be hard to find these clothes, especially in the spring and summer with so many halter dresses and spaghetti straps dominating the clothing racks.
Here are two websites that sell modest clothing. One of them provides really cute dresses that fall below the knee and cover the shoulder. The other is a very scary site; I recommend not viewing it too close to bedtime, lest you suffer from nightmares.
Mikarose has a small selection of dresses, but they are all lovely. You can probably find some similar pieces at Macy's. I especially like this dress, and would love to wear it swing dancing!
Lydia of Purple sells "Modest Apparel Clothing sewn by a truly modest Christian Seamstress", including denim bathing costumes. This site is doing a great job promoting the myth that modest = ugly, and a somewhat less successful job marrying off young women. Frighteningly, the authors of the website offer a website design service.
Stick with Mikarose, folks.