For tops, I tend to stick to form fitting tops because I don't like my clothes to get in the way. Whether I'm doing yoga or something more active, I do not want my clothes to be riding up or needing to be adjusted. I love the "No Limits" tank for when you are feeling a bit bloated and not wanting to put on the form fitting tank that day. It hides the little belly just perfectly but also does it's job and stays in place because of the waistband.
Lululemon 'Cool Racerback'- my favorite. I have so many of these and I love going to the store to see the new colors and patterns.
Zella 'Fresh Take Z' Tank - a little thicker (fabric wise) and shorter (length wise) than the Lululemon Racerback but very similar
Lululemon 'No Limits' tank - Zella has a very similar version for less. I haven't tried it yet but am going to order it!
Nike 'Indy' Print Tank - Nike is a bit more sporty for my taste but they do still have some cute tanks that I like.
Lululemon 'Wunder Under' Pant - if you have not tried on the goodness of the Wunder Under pants, just try them and you will see why every woman that owns them raves about them. They are AWESOME. I have the long ones to wear to the gym (I then change into my capris and they do make capri versions too) but I also wear these just lounging around the house, they are the best ever!
Nike 'Filament' Capris - again, a little sporty for my taste but if I'm doing circuit training where I get a bit more hot and sweaty, these are great for something that's more active as they have cooling mesh inserts at the back of the knees.
If you didn't know, Zella is a Nordstrom brand, however I read an article about how one of the designers from Lululemon actually started working there to help create the brand so the similarities between the two are not coincidental. I love both lines and Zella has great pieces that are a bit more reasonable price wise and they also go on sale unlike Lululemon which rarely has sales.
Shoes wise - I'm a Nike fan but mainly because of my husband, I don't think he'd let me buy any other brand of shoes. LOL. But really, they make the prettiest shoes (in my opinion) so I'd buy them anyway. I have a few pairs of the Nike Free Runs and they are my favorite shoe ever. So lightweight and easy to do all my activities in. I know that it's technically a running shoe but I use it mostly for circuit training (cardio + strength training exercise) which the Nike TR Fit is a training shoe and good for that as well.
On the cheaper side, you may be surprised (I was!) but the work out stuff from Forever 21 is pretty decent! I actually buy my yoga sports bras from there as they are pretty comfy and hold up pretty well. For low impact stuff, I think their sports bras and are pretty good and the price is even better!
Target also has great sports bras and tops, I highly recommend this bra and this tank.
As you can tell I'm serious about my work out clothes! I just feel so much better when I'm wearing stuff that I feel good and comfortable in which also helps in helping me get a much better work out.