In terms of where to buy:
The cost of the clothes I like far outstrips my budget, so I rarely buy first-hand, in a shop, at full price.
Ebay: hit and miss, but search filters allow you to search by material, condition and brand, which can reduce tens of thousands of items down to ten. Always check the seller's feedback before you bid.
Secondhand shops: not all created equal. There's one near me that only sells excellent condition designer goods. Obviously you don't get things for £1 in there, but it's always worth a look. Charity shops in the leafier suburbs tend to have a higher proportion of nice things, if you have the time for that.
TK Maxx - I go in there if I have a rough idea what I want (jeans, or a work bag). I shop in there mostly by feel - run your hand along the rack and feel for the cotton, silk, wool and cashmere, it's much faster than looking for things you like and then checking the label.
High Street: uniqlo, cos, arket. I've had some luck in Reiss sales. Generally though I don't buy from websites that don't allow you to search by material, because 95% of the time the thing I like the look of turns out to be synthetic, and it gets too frustrating.
Not all synthetic fabrics are created equal. Nylon/polyester = sweaty, static-y plastic. Polyester also starts to smell as it gets old (you'll notice if you go in a charity shop). Viscose is made out tree fibres and has fans because it does drape nicely and is reasonably breathable, but it is also on the delicate side and tends to fade.
Although I usually shop in the sales, if you see something that you really, really love, then don't wait for it to appear in the sale, because it might just sell out altogether.