A great site that I really like is Racked. It doesn't just alert you to sales as the other sites I have blogged about but it is much more. Racked reviews all kinds of stores and covers current fashion stories as well.
They have a section called "Where to Shop" that lists what they describe as their Essential Stores, which include lists of must go to beauty, vintage, indie and home stores. They also offer news by neighborhood for the following cities: Los Angeles, San Francisco, New York, Miami. I really like their list of vintage stores in the LA area as I frequently shop at many of the stores listed. A warning here, some of the vintage stores are quite pricey but are amazing to visit anyway as the collections and quality are fabulous!
You can sign up for their weekly newsletter. Here is the link to the website: http://racked.com/