For clothing and shoes, I like Barneys' house brand CO-OP. It carries youthful, trendier items than those found under Saks' or Neiman's house brands. And when CO-OP goes on sale (especially at Barneys Outlet stores), you can pick up some pretty nice pieces at impressive discounted prices.
For household and personal items, I like Target's house brand UP&UP. My new find is contact lense solution. I wear contact lenses every day and per my cousin, I use contact lense solution obscenely. I like to make sure that my contacts are rinsed. I've been using Bausch & Lomb's contact lense solution but it's not the cheapest thing (and it adds up - especially due to the way I use it), so I decided to try UP&UP's contact lense solution. Not only does it work better (my contacts feel less dry), but check out the price difference...even when using B&L's sale price: