Hmm, buying clothes is an issue for me too. I have bought some limited too stuff (jeans, plain tops), but have to be careful because I am older. I just don't want to dress my age (plus most of the "appropriate" clothes are just too big). I'm anywhere from a 0 to a 4 depending on the maker/style.
H&M, I have no luck in. I have no idea who the clothes are cut for. If the top fits in the chest, it's huge in the waist ... none of their pants fit no matter what the size or style.
Gap, if they're having a good sale, Old Navy - again on sale.
Never pay retail is my mantra.
Mandee can be good, but gotta watch the fabrics, sometimes they're not the best (but ok if it's a one season/trendy thing).
G&G I used to shop at, good for some basic tops normally, but I hate pretty much everything they've got in their stores right now.
Foreman Mills if there's one near you can have some great stuff. $80 jeans for $25, things like that.
Filene's Basement I used to haunt, then they closed the one here
Daffy's you can sometimes really score a great deal (got my New Year's gown there for about $20 last year) - check the clearance racks!
To be honest, the above is when I'm splurging or need something for a special occasion. The rest of the time? I shop in the local thrift store. Just got 2 pair of awesome Guess pants for $1 each.