Not a big fan of department stores or drug stores when it comes to makeup.
I don't really like the atmosphere of the makeup counters at department stores (my only good experience was at Nordstrum), so I do usually end up at the drug store, but there, you can't really try things out and ask questions.
I think the 3rd option is a place like Sephora or Mac, which have store fronts in malls, and also carry things online.
I've had good experiences at both places--they tend to have people who know a lot about the products and you can try things out before you buy them. Because I usually stick with the same things, I like these stores because they encourage me to branch out a little and at least make me aware of the current trends (though I seldom seem to adopt them).