I love Lucy (heh). They've got really high quality stuff. It's a little pricey, although probably not as much as Lululemon, but really sturdy. I've got some capris from them that are probably 10 years old and still look new.
I agree with the Title 9 recommendation for finding sports bras - get on their mailing list and they'll send you a big catalog with all their bra options by feature.
Somebody mentioned Lorna Jane - one of our local malls just got one of their stores. I don't know if they're in your area yet, but apparently they're expanding into the US.
For outdoorsy stuff, like jackets, hiking pants, that sort of thing, I tend to get them from Eddie Bauer. Their line of Travex works well for both gear and casual/travel, kind of like the less gear-y stuff from Athleta.