I'm an Anthropologie and Urban Outfitters sale junkie. You can get some great things for your home at reasonable prices if you keep your eyes open. I also enjoy scouring thrift stores if my mood is right — you have to sift through a lot before you find that aha! item.
For more specific/designer items, I go online a lot. eBay can be great (just got a West Elm floor lamp that I'm nuts about). I love beautiful designer stores and boutiques but often find these hard to go to with the Littles in tow.