Most people here seem to prefer Sephora because it is nicer/more upscale. I actually prefer Ulta because I do like some cheaper products, and like that they carry both the expensive and cheap stuff. I particularly like NYX cosmetics, which Ulta carries.
I like both. Ulta tends to have a better selection of drugstore-type products that my local Targets and CVS, etc., don't have. I tend to purchase my higher-end items at Sephora and generally prefer the sales associates there to the ones at Ulta (in my experience at the stores by me).
Lucky! Right now I prefer Sephora because there is actualy a brick and mortar store near me and I can actually test stuff.
I have bought from ulta.com in the past and found the customer service to be great and I like the range and variety - but I did notice that their online store had the old Stila TM shades and not the new ones so this is a negative to me as well.