I always stock up on Secret deodorant (the gel ones, gorgeous scents. Unfortunately, my 9YO DD is now also hooked, so I have to bring tonnes back when we go).
I'm not a big makeup person, but MAC, OPI, Essie, Maybelline are all much cheaper. I don't really buy anything else, but makeup on the whole is cheaper (US brands).
M&Ms. Obvs not S&B, but the variety of M&Ms are addictive. My favourites are almond, and the peanut butter ones.
Clothes: DKNY cozies are much cheaper, esp in outlets, great for travelling. Trainers: I got a pair of my (v specific) running shoes in a Nike outlet last year for about £25 rather than £110 here (they were old season though). I wear loads of Lucky Brand jeans: the fit is great on me. Other U.S. jeans brands are also cheaper: Paige, j brand etc etc. Old navy for PJs and kids clothes (esp swimmers). J Crew for work stuff and basics (if there's a sale on). Victorias Secret for their buy 5 for $26 pants, LOVE them, and when last in US the assistant was giving out vouchers for 7 for $26. I also like their bras, but they're not cheap! Sportswear is good (I like Lululemon, but again it's not part cheap, just interesting).
Have fun! Take an empty suitcase (or buy one there: MUCH MUCH cheaper).