For my day job:
Custom-tailored suits & shirts, I use a couple different tailors to mix it up. If they're made off-shore (as most are), it's cheaper than off-the-rack fashion brands and better quality.
For dress shoes - Alden, Allen-Edmonds, Gravati, Santoni.
Ties are Kiton, Brioni, Charvet, Hermes, and Bergdorf house label in that order of pref.
I get my shoes & ties at Bergdorf-Goodman when I'm in NYC or pick them up when travelling in Europe. Saks is good too but they tend to carry pieces/styles I don't like for whatever reason.
For off-hours, I kick it pretty casual at home, but still like to wear nice clothes when out. What that is depends on the mood or setting. Whether I'm dressing down or dressing up, I like nice shit either way. Dior, Engineered Garments, Steven Alan, Common Projects, Nudies, Rag & Bone, Ralph Lauren, Acne, Oliver Spencer, Band of Outsiders, Surface to Air, Nom de Geurre, .... I try to mix it up so I have something fly (i.e. noteworthy & stylish but appropriate) for every occasion.
Generally for higher-end stuff it's better to buy in person, at least at first to know the label & how it fits before ordering from an online merchant.
Now that I don't live in NYC anymore, I shop online quite a bit more. Web merchants I frequent (but not too frequently):
odinnewyork.com
oaknyc.com
yoox.com
blueingreensoho.com
barneys.com
luisaviaroma.com
contextclothing.com
virtualclotheshorse.com
I get why some people don't care to spend money on clothing (especially if you're a fatty, why bother), but to me, so long as I'm saving a responsible chunk of what I make, I'm going to enjoy what I can afford to spend, be it on a house, car, clothing, travel, food, drink, entertainment, whatever. Just one more channel for creativity and some degree of indulgence.