For a variety of drug store brands selection, try Ulta. But if the plans are more rural (or no Ultas near by), Target tends to be a good option (e.l.f. and Sonia Kashuk).
Keep in mind selection varies depending on the store and region in the US. Same goes with cleanliness of the store.
Another way to figure out what store to visit it to visit the brand's official site and see if they have a store locator page. Find the one store that seems to be commonly listed under search results for your favorite brands.
For more high end and/or luxury brands, Nordstrom, Saks Fifth Avenue, and Neiman Marcus (I think this was recently changed but NM used to only accept cash, check, or American Express in stores. Limited payment options). Nordstrom has Jane Iredale and usually has reputable customer service despite location.
As for sigma, their website is probably the best place to find those.
Hope that helps.
