Ulta is a great spot for finding anything you could possibly want. I tend to get slightly overwhelmed by the sheer size of the store, especially when I'm not exactly certain what brand I want to try out of the product I'm in search of. One thing I can say is that Ulta's prices are always the best!
I purchase the majority of my cosmetics from Sephora. The convenience of shopping there inside of JcPenney's is what originally brought me in there. It's large enough to house everything I need but small enough that it's not overwhelming. They are always stocked with my favorite products and carry all of the hottest items.