Target. I go through stuff pretty quickly so I just buy cheap stuff there, and its always pretty cute. I really like the yoga pants and running shorts there.
i'm all about nike, usually. i think that their fabrics are really far superior to most other lines, especially the moisture-wicking ones, and i think their stuff is cut in a flattering way and made well. in general, i think it's priced very well for the high quality.
i also like to hit the anniversary sale at nordstroms--they always have tons of cute workout stuff (nike, adidas, puma) at really great prices.
For tops I usually go cheap--sports bra and t-shirts from Target
Bottoms--I have a pair of Nike black capri in the sweat absorbing material and I LOVE these. $50 but way worth it. They are so easy to move in and I think they are basic but cute.
Shoes--right now I have Nike which I like and my previous workout shoes were New Balance which I also really liked.