For shoes- I go with http://www.heels.com (great prices, international shipping- free if over $250, otherwise reasonable priced fast shipping) or amazon.com- endless also list on amazon- the key difference being that when the listing are from amazon some of them are available for international shipping I got a couple of pairs of sandals from amazon for $20 a pair (clarks and naturalizers)
http://www.6pm.com is awesome for shoes (I haven't ordered anything else from there before but have looked at their jeans etc). No international shipping so I use HOPSHOPGO to forward the parcels. 6pm's standard shipping takes awhile and you can only return for 30 days so it gets tight for time!
Return postage of a pair of shoes to the US is over $40 so I read EVERY review I can get my hands on to make sure I get the right size.
For jeans- http://www.revolveclothing.com. Free international shipping for orders over $100. I found a few stores here in Sydney that sell most of the designer brands of jeans, so I try on there then order.
http://www.shopbop.com also have free international shipping over $100 (3 day shipping too!) but are a little more expensive than revolve generally.
I'm biased towards places that sell good petite sizes but I've had good success ordering from Ann Taylor and Ann Taylor Loft- again, no international shipping. Sizing is a gamble since they don't have reviews posted online.
BR/Gap/ON- do have international shipping but I don't use it as it's REALLY expensive. I might use it if I was putting in a BIG order (more than 8 items). Otherwise I wait for codes, get free US shipping to HopShopGo and get it forwarded.
One issue- they don't take international credit cards. Most of my orders have gone through fine using the shipping address as my billing address but they obviously do random checks and one of my orders was cancelled. Very annoying. Apparently they usually email you before they cancel but for some reason that didn't happen and the BR rep on the phone was very apologetic.
I've looked at Overstock before but haven't ordered- no international shipping.
Jcrew still have some summer things and have an online outlet that's open only on weekends- they have pretty, frilly, girly things. Again, no international shipping.
American Eagle have cute sweats (Angie's choice of loungewear!) and some cute tees- it's targetted more at juniors so the sizing is junior sizing.
Express.com had surprisingly good quality tees (much better than what we get here!) and I really like their editor pants- nicely cut, wash well and go on sale regularly! No international shipping.
What a LONG post- HTH