I agree that it can be a tiresome and tedious venture, you may be traveling from store to store to find the perfect fit at the right price. However, in the end, you may not regret having done it because you could be rewarded with a nice bargain for your effort.
I always go straight to what I need / really want to buy because I don't like wasting time. However, I always look for the promotions or some products that are more advantageous to be bought. If I find it necessary, I go in more than one place.
Usually I buy clothes at the end of the season. For instance, when the winter is going to end, I will buy winter clothes. I may not be wearing these clothes in this season, but they will come handy next winter. When you by at the end of the season, you will save lot of money. I also buy during the offers like discounts, sale etc.
I often make a list of items that i need or i'm going to look or search for, so it helps to save time and make the experience much more convenient and enjoyable, it doesn't hurt if you're familiar with the store.