I vote for Chicago... it hits the sweet spot of big city selection, but I find it much easier to navigate than the massive So.Cal/NYNJ megalopolises where the stores are often overrun or really picked over. The big downtown stores are more or less within walking distance of one another, and then you can just rent a car for easy access to big suburban malls or outlet malls. I also find the prices to be quite good there. And of course, there is a ton of things to see and do in Chicago.

I guess if the OP's primary interest is in ultra-high end shopping then NY/Beverly Hills would have to be considered, but for a more "all around" shopping experience Chicago would be tough to beat.

only for experienced "showroomers".

Find it locally, buy it online.

Free shipping and no onerous sales tax...priceless.

Not very useful for Europeans, though. For most Europeans and Canadians, even Chicago's "high" sales tax of 9.5% is going to be better than what they have to pay back home.