I usually avoid the traditional department stores in favor of big boxes like Target and Wal-Mart, but Macy's is just too good to avoid. They sell upper crust kinds of items, like thick linens and classy clothes. They have a wonderful Cellar that's filled with appliances, pots and pans, and gifts! You have to come here during Christmas time. They create a "Holiday Lane" with some very cute ornaments that are cheap. And the One Day Sales are exceptional. You can get things for like 65% off during those! And they run coupons and circulars once in a while.
There is a huge cosmetics department, with brands you don't see in every department store like Origins and Benefit. A little too pricey for me though.
Did I mention that the store is huge and that the staff are wonderful?