There are a several things to take into consideration. There is an authenticate this thread you could check out.
I advise friends to buy from either the Coach boutique, Coach factory store or Coach online to ensure they are getting a real one. There are some good sellers on ebay but there are also some rip off sellers on ebay.
Bags sold in department stores are authentic. The only way a department store would get a fake is if somehow someone bought an authentic bag and returned a fake one in its place (as a scam to get something for nothing). I have heard of this happening but I'm not sure how common it is. For the most part you should be safe buying a bag at Dillards, Macys etc.