So far, my favorite is the "switched at birth" theory. It was actually the first thing I thought of when reading the episode spoiler/sumary thing. And of course, Lindsay would lie and stick around, and probaly go around emphasizing that she's family (for example: using the phrase "as your only daughter I think..." or "as your twin sister, you should give me...") which would upset GM and Maeby. It sounds totally stupid on paper (computer), but it makes more sense in my head.
She might even have been switched on purpose (to get a blonde child, or something). It would explain a lot about Nellie and stuff.
Of course it could be something completely different. Maybe the South Coast boutique is having another fire sale?