Ulta! I have pretty much quit going to Sephora since they opened Ulta in my area over a year ago. I definitely take advantage of their coupons (which you can get online and use for every purchase (some products excluded). Plus, I redeem my rewards on anything when I bank enough.
I love that I can go there and get Deva products, Paul Mitchell Tea Tree for my men, and Burt's Bees facial cleanser in one stop!
I still have to go to Sephora or Macy's for the only mascara that does not bother my eyes (Clinique Lash Power).