I check out sephora.com and gloss.com just to see what the new makeup items are and to see the new color collections. I do a lot of window shopping online. I think it's fun to just browse around without having your wallet suffer. I also check out some magazine websites like luckymag.com, organicstyle.com and shopetc.com.
I absolutley LOVE http://rasource.com/ It has everything industry related from makeup artists to photographers, props, everything. If you need an elephant on a persian rug, riding a motorcycle,for a photoshoot, it can be found here! it's awesome.