Christine, I hear you! I'm 5'10". I have had to accept that finding clothing that truly fit well is hard and more than likely spendy. I buy online at the "tall" sections of JCrew, Banana Republic, Gap, and Old Navy. There are also shops that only sell tall clothing (like Tall Girl and Long Tall Sally). Most tall items aren't available in stores unless you find a random item in a sale rack that another customer had returned after ordering it online. When you order online, the size charts and customer service will be your best friends in finding an item that will come as close to fitting before you even try it on.
Measure your inseam (the length of the leg from the crotch to 1/4 inch above the floor) and use that as your minimum inseam. I need a 35 or 36 inseam for flats, and up to a 40" inseam if I wear 4" heels. Measure the length from the crotch to where you ideally like your waistband to fit, and that can be an estimate of how high a rise will be. When you measure for sleeve length, some size charts want the length from your wrist to the top of your shoulder, but most will measure from the wrist to the middle of the shoulder of the garment, by the spine. Once you have all your measurements, just glance at the size charts to find what will match your needs the best. You can also call customer service for additional measurements. Does all of that make sense?
I have been buying tall-sized clothing for two years now - it is THE way to get good proportions in the rise of pants, the waist of a dress or shirt, and the length of a sleeve. Otherwise, empire waists ride up, your midriff is always showing, and your pants look like they are ready for a flood.
Depending on your size (it can be even harder to find plus-tall sizes) and lifestyle (you will need different items for being a stay-at-home mom, a business executive, or someone who travels frequently, for instance) you should be able to find several things to build up your wardrobe. You *can* buy a size larger and try to have it altered, but I haven't had much success with that. I'd rather buy something I know will fit right away, and I can return it if it doesn't work.