Drugstores: Many inexpensive brands of makeup can be found in this type of store including Loreal, Milani, Wet & Wild, Covergirl and Revlon. Just because makeup is inexpensive does not mean that it isn't a quality product. I have found that Revlon and Covergirl lipsticks and lipglosses are long lasting and very pigmented. Loreal also has an eyeshadow line called H.I.P. that is very pigmented. So don't snub these brands. Just find the products that work well for your skin.
Department Stores: I hardly ever stop at the counters in the department stores. the lighting in these stores is horrible for matching your shade, which makes choosing the right foundation nearly impossible. I'm sure some of them have other things to offer, but the prices are usually out of my price range... I just walk straight passed the little old ladies that sale these products in Macy's and Carsons.
Sephora: This by far, is probably my favorite store. I can spend hours shopping here. I love that they have several different brands with various price ranges. The actual Sephora brand has so many $10 and under items that are good quality... I can always find something to support my makeup addiction or nail polish fetish. lol.
Ulta: I recently discovered this store... I know, what kind of makeup blogger am I not to know much about this store... I've only been in once but I know that they have a salon and sell hair products as well as makeup... They also sale Bare Minerals, which is what my mother uses. It's the only thing that seems to not break her out. Good thing is we can both go in and shop for what we want. In my opinion, their brands are a little more limited than Sephora, but they sell NYX, an inexpensive but good quality makeup line that's not offered in Sephora. So there are def some go-to products that I go to Ulta for over the other makeup stores.
MAC: I don't spend as much money in MAC as I used to. At one point everything I owned was from MAC, but now I've discovered DIY products and other inexpensive products and brands that work just as well if not better. MAC gives quality pigmented shadows and having amazing eyebrow pencils and lipsticks/lipglosses. For those items, they never disappoint! So this store will always get my money if I need a sure thing!