It depends. There isn't much of a difference for me time-wise.
Sephora for makeup because Ulta doesn't have MUFE.
Ulta for my summer Joico conditioner.
At my location, the Ulta staff are snootier and pusher with products. They also push hair straightening. No one at Sephora is trying to change my hair. Sephora also has given me better color help. Ulta tries to push me into medium foundations 'so I won't look so pale' or bronzers for the same reason.
Body sunscreen and bobby pins and some nail polish at Ulta.
Ilamasqua nail polish at Sephora.
Med/Coarse, porous curly.