It depends on what I'm looking for and what I'm in the mood for, personally! MAC is my favorite brand but I love Sephora for its variety. If I'm looking for foundation or palettes, I'll generally go to Sephora. If I'm looking for specific shades of eyeshadow (ie, I'm looking for a great olive color) or lipstick, I'll go to MAC or the drugstore. For eyeliner, highlighters, blush, and other products, it depends.