I would say Sephora because they carry a range of brands while Mac only carries Mac. Mac makeup doesn't agree with some people (including myself) possibly because of extremely sensitive skin. read more
Where I live, MAC stores only sell MAC, they are their own brand--like a boutique store. Sephora sells many brands of make up so you can have your choice of leading brands within one store. Both stores are wonderful in that they left you sample everything before buying. read more
Sephora is the way to go. I love MAC no doubt, but it's not always so affordable. If you're starting out, Sephora is a great store to check out. And like Linda D. says, Elf cosmetics is a great cheap affordable make up brand. From my past purchases, their studio brushes are great, and so are their mineral lipsticks. read more