I’m honestly not a big fan of Spanx. They roll down, and, as you’ve noticed, I don’t think they’re especially pretty either. Pinup/retro shapewear tends to be functional as well as beautiful. I’d try Rago, What Katie Did, Gossard, and Kiss Me Deadly for that.
I tend to wear quite a bit of Cass Luxury Shapewear, but it may be more basic than what you’re looking for. ResultWear by dMondaine (I think they may just be going by dMondaine now) does some beautiful shaping dresses; nothing lacy, but I think they’re incredibly sexy. They’re sized a bit small though (I’m a 10 and can’t wear them) so be aware of that. Triumph and Cosabella both make some nice, lacy shapewear styles.
Finally, we have a guide to shapewear on TLA here that I’d check to see some more options/brands.
Hope this helps.