I often purchase my makeup via online stores. I don't necessarily get a better deal that way (though sometimes I do) but I'm such a makeup addict that it's actually safer for my budget if I don't physically walk into a makeup store. Though, obviously, even then, I sometimes will go overboard online too but it's a tad easier for me to rein myself in online. ;)
Sephora's website where you can find almost anything you need. They have a reward program where you get points for every dollar spent. You can get big samples after 100 points (i.e., having spent 100$) or exclusive items for 500 points. The points never expire and the membership is free. If you spend a lot each year, you can become a VIB (Very Important Buyer) where you get exclusive perks. And, huh, yes, I'm a VIB. So there's no real fee to it, it's totally based on how much you spend per year. The caveat with the Sephora website is that the free shipping point is 50$ so you need to spend that much to get it... that's really not hard for me to reach that number.
MAC's website. There is rarely any discount on anything MAC nor are there perks unless you are a licensed makeup artist. That being said, if, like me, you can't walk into a MAC store without overpurchasing, buying online is a boon. Plus, they always have the color that you're looking for (not always so at stores). If you sign up for their offers, you will get codes for free shipping on like a weekly basis and you'll get to see the new products right away. Again, ordering them online may ensure that you get the products.
Skin Store website: This is where I purchase the near majority of my skin care products. They have routinely sales of about 20% off of skin care products. Sometimes those sales even includes the makeup options that they have there. There is no membership with perks but, hey, a discount upfront is well received. Just like Sephora, the free shipping point is 50$ so, again, you need to purchase at least that much. For skin care products, though, that goes very fast so I rarely have to buy more than just my skin care (unless I want to).
Beauty.com/Drugstore.com website: It's a two in one in that you have access to both sites. It's more of a hodge podge of stuff than the other sites but you can find all kinds of things... it just doesn't feel as comprehensive as other sites. However, their free shipping price point is 25$ so that's much easier to reach. And you get 5% cash back that you can put on your next order, which is nice too.
This is the site where I get my Ben Nye and Mehron makeup products. I have also had some luck on eBay but it really depends. And, well, they have a comprehensive list of products there so that helps if you need to purchase a bunch of items. No discount on shipping, though, nor perks.
While I'm on the topic of links, here are some links to makeup tutorial ladies that I follow regularly:
Panacea81 aka Lauren Luke is the very first lady that I started following and watching her makeup tutorials. I learned a ton of tips and tricks from her. She does have a funky accent. ;) She often will take requests of specific makeups from celebrities.
Makeup Geek is a makeup artist from MI. She also does great work and I love her tutorials too. She also does a whole lot of products reviews.
Queen of Blending: That lady deserves her nickname! She blends makeup like no other! She's been doing some weird makeups lately but, while they'd be way over the top for everyday life, some of them are very stage worthy. Remember that it can almost never be too much for stage. ;) But you can also look up older makeup tutorials as well, of course.