I've only ever bought a couple of things from Lulu--I have some arm warmers I bought for like $11 off their "we made too much" page and a headband. I like what I have from them, but overall I think they are overpriced and nothing really jumps out at me from their clothing line.
For running clothes I love, love, love Oiselle. Their Roga shorts are really cute and flattering (not baggy like other running shorts) and they don't ride up. I like both the regular length and the long Rogas--the long ones have a really roomy side zip pocket which is great, especially for longer runs when you have to carry gels or food with you. For some reason it's hard to find women's running shorts with good pockets. I also have a few Oiselle tops and I like them a lot.
I really like Target's line of workout clothes. They usually have cute, bright colors and styles, and everything I have has held up really well in the wash. I've had some luck at Old Navy and Kohl's as well.