If you want to be ordinary buy Victoria's Secret like everyone and their mom does. If you want to get something more special try
Agent Provocateur
http://www.agentprovocateur.com/
I heard a lot of celebs like Britney shop there.
Or anything from Cosabella. Look for nearest locations here:
http://cosabella.com/flash1002/frameset.html
Agent Provocateur is the best bet, it's more high end and a lot of celebs shop there.