It depends on the sizing chart for each company. You won't necessarily match up with every single measurement on there (chest, waist, girth, etc...) but you're just looking for important/majority matches. If you're too big for even an XL, I have seen a few, rare XXL dresses out there, but otherwise you will have to somehow have the dress taken out or will have to have a custom dress, which can get to $500 or more, for a competition dress (I'm not sure about custom practice dresses). And yes, it depends on the fabric; things like satin are more flexible, but most skating dresses aren't so flexible that you can go down a size from what you would regularly wear. If you're in-between sizes, I'd go for the larger one. You still need some flexibility in your dress to actually skate.
And congrats for not letting your weight stop you. I saw a girl at one of my competitions once who was morbidly obese and somehow managed to skate Preliminary with great technique, despite her weight, and large jumps considering her size. It was pretty inspirational, actually. :)