Generally, by myself. I want to look at what I want to look at or spend 20 minutes trying something on if I want to without feeling like I'm inconveniencing anyone else.
Although, lately, shopping with DH has been nice because if I'm even debating something, he tells me to go ahead and get it! I tend to be such a bargain shopper, I usually end up talking myself out of something, so it's nice to have him suggest I splurge a little.
The other time I think it's nice to be shopping with someone else if when I'm undressed in the dressing room and wishing I had a different size from the rack....;)