I don't shop Anthropologie / Urban Outfitters and F21 for political reasons. I avoid American Apparel and Abercrombie and Fitch because of their track record on objectification in their marketing and so much else. I rarely shop at Walmart, partly because they treat their employees so awfully and partly because I rarely enjoy going there.
I haven't been to Victorias Secret in years - I think their bras are cheaply made and their fitters were always incompetent. Sears is too disorganized for me now, and I rarely find tons of things at Macy's. I've tried to get into Uniqlo, but everything runs so small and boxy. H&M, when I'm small enough to fit into their sizes.
Store-wise, my gotos are Nordstrom, Loft, Kohls, TJ Maxx, Marshalls, and Target. I really like Penney's women's clothes but there's only one mall nearby with a Penneys so I don't get there that often. Our local Savers and Goodwills are all decent, plus a few indie secondhand stores and consignment places. Online, I buy a lot and sell too to Twice, and sometimes eBay for specific brands that are hard to find otherwise, plus Nordstrom, Loft, and AT online, Eddie Bauer, j Jill and occasionally Talbots and Lucky Brand. Zappos occasionally, and this year I've bought several pieces of clothes and shoes from Amazon, either directly from them or through them directly from a brand like Nine West.