Jeans: Anywhere, really. When it's time to get a new pair, I go to the nearest store that sells them. The only exception is whenever I'm in the US, I get some from Target, as I find the Denizen line really comfy and I haven't found them in Europe.
T-shirts: Usually gifted to me. Plus I accumulate t-shirts from work that I often wear privately.
Socks: My local grocery store. They carry the Caterpillar brand which I really like.
Underwear: wherever.
Anything else: I rarely wear anything else