I get a lot of mine at the consignment shops. Kohls also has really great sales. I recemtly went to Tomorrow's Child and got Gunnar 3 pairs of pants with matching shirts and two sleepers and I only spent $20.
The places I have the best luck at are, Gap Stores and Outlets, Old Navy, Carters, Marshalls, Target, Childrens Place and Gymboree if they are having sales.
Department stores or outlets(especially for Carter's), BabyGap (for great sales!), Kohl's, some other random places for certain things - Walmart had some great leggings and baby yoga pants this season, American Apparel basic t-shirts and karate pants(but sales only nad I've found some insane deals on ebay on these).
Almost all of Andrew's clothes are from BabyGap, Children's Place, Carter's, and Osh-kosh...I get all of these from the Hershey Outlets. I also do well at Kohl's and Old Navy.
I'm a big fan of babygap. The clothes fit Connor really well, I either go to the outlets or wait for things to go on sale. I also keep my reciepts since they do price adjustments. Wednesday is the day they put stuff on sale, so I usually check online in the mornings.
Re: Baby clothes
I buy alot at Kohl's and JCPenney for my nieces and nephew.