I got my plain black knee high socks from Myer. You get plain black/nude/brown and other coloured knee high socks, as well as patterned ones too.
In terms of the frilly ones or the Japanese styled knee high socks, you can find them at 'the sock shop', depending where you live, there may be one around you.
Bras n' Things have the frilly knee high socks from time to time, but I think they tend to look tacky.
Dangerfield is another place that tends to stock knee high socks or socks in general.