While I've gone into Sephora, it's after a bunch of research - wanting to investigage a specific product. I don't think I could just go in there and shop for all new makeup or skincare - too overwhelming. I'll sometimes read the reviews on Makeup Alley for ideas - this has helped quite a bit.
In the meantime - another option is department store makeup counters. They'll often have 'events' happening where you can get a makeover or a skin care consultation or what have you. Even if there's no 'event' - I've been happy with the service at these counters - they are good about giving you a sample of something to try before you buy.
That said, I think Boof has a good suggestion - a whole bunch of companies have these 'kits' out right now, and these are usually a pretty good deal. You could just casually wander through the beauty dept. of your favourite dept. store and see what kind of kits the different companies have on special right now.
I've never been to MAC - but I hear they have very good makeup artists. Actually, I think I'll try the MAC counter myself next Always wanted to do that.
I went to Sephora for a specific foundation makeup (Makeup Forever High Definition) after doing a bunch of research as to which makeup would photograph well (family wedding).
Meanwhile, it's skincare that has me a bit more confused. There's just too many products out there, and I wouldn't know what goes with what. I mean, I do have something of a routine, but it's pretty basic. Start talking peptides, spheres, retinol, hyrodoxy this or that, and my brain just shuts down!