I really identify with what Greyscale said. I tend to stick to the tried-and-true stores that a). "get" me (size and style wise) and b). offer free delivery and returns (since almost all of my shopping has to be online).
But like Ummlila, I also try to shop in person a bit when I'm able to frequent a city and try things on. And in that case, I sometimes just "scout." Try on, examine fabrics, look at real colours. I might or might not buy -- often they don't have my size. But seeing what is there and whether it might fit sets me up for possible later on-line ordering. And this is because, as Greyscale says, the store that "gets" me one season won't necessarily get me the next. (I'm right with her on Zara this year.)
I do have a few tried-and-trues for sure. For me -- J. Crew for knits and tees and sometimes shirts and trousers/ jeans; Zara for trendier updates (but not this year. alas...); BR for wardrobe essentials; Club Monaco for the occasional "extra" or statement or slightly more luxe looking piece. I have just tried Aritzia this year for a few tops and was happy with service and quality of items, even though their brick and mortar stores have always, always, always left me both mystified and unsatisfied.
Nordstrom's is good if I am visiting the US. But much less so now that our dollar is low.
I think the "leave no stone unturned" thing is more for happy finds like Ceit's belt (it happens if our eyes are open) and for "need this item now" (e.g. must have new dress to wear to friend's wedding). And also in answer to Greyscale's observation. Retail changes every season. Just because a brand has worked for us for 3 years running doesn't mean it will work this year. If it doesn't that's not the time to despair, but to get out there and figure out which retailer does "get us" this year!