I'm on SYB, and there are enough wardrobe holes that I've usually got my purchases planned 3 months out. So, I both do and don't shop sales.
I wait for sales if there's a specific retailer's item that I need to get, because I can wait for a retailer-specific markdown instead of the general end-of-season sale. For example, Banana Republic tends to push 20%, 30%, or sometimes even 40%-off coupon codes on Wednesdays.
I do not wait for sales otherwise, for the reasons other posters have mentioned: the full price (plus adherence to the budget) prevents me from buying thoughtlessly, I can enjoy the item for longer, etc.