I shopped for hours once, and finally went in there and it was the best! They helped me find a dress and accessorize it. It was perfect. I will go there first, next time.
I'm going to toss in my low brow haunts: Marshalls and Dress Barn. Shaddup about that last one--I have good luck finding cute, affordable cocktail dresses that fit my curves there.
If you've got an hour glass and the opportunity to get a new cocktail dress, then rock the curves. Particularly with a retro Mad Men style dress
I am similar to your size. I agree on either the Mad Men style dress or A-Line. A-Line always seems flattering on me. As far as where to buy, I always choose goodwill. It takes longer to find something because you may have to go to multiple stores to find what you are looking for, but you are guaranteed to have something that will not be repeated by someone else. If you are not into used clothing I would suggest maybe dillards?
My friend got 2 cocktail dresses for her bachelorette and rehearsal at Arden B. They have a website but I'm not sure where their locations are. They were beautiful dresses
I think looking at bridesmaid dresses is a good idea. I loved Thread Design dresses but they were too expensive for bridesmaid dresses but would be reasonable as a wedding dress. Like this one: bridal.threaddesign.com/collections/pages/i889_97.php
Lord & Taylor is my go to for dresses. My mother and I stopped once on a 6 hour drive to her BIL's funeral and walked out with 4 between us. My mother is a serious shopper.