This really is an odd question. The only thing one saves by "paying retail" is time, in that you don't take time to compare prices from different sources. IMO, the better question is where do I refuse to buy lower-quality? The answer to that, as with a PP, includes underclothing and shoes, but also produce, tools, some condiments, and certain cleaning products.
It is almost always still possible to get a good price for better-quality items even when you insist on a certain brand. (Apple electronics are one of the few exceptions, but I refuse to use Apple products for just that reason: I won't support companies that price-fix, no matter how high-quality their products may be.)
Here is an example of buying a name brand and still getting a good deal: DD wanted a particular pair of Asics shoes that one of her friends had and raved about. The friend's mother purchased them at a specialty shoe store here and paid more than MSRP for them, which I considered ridiculously steep for a child's shoe. I told DD that I would let her have them, but not right away; not until I investigated the possibility of a better-priced source for them. Two weeks later, after carefully checking around, I found the shoes for half that store's price at an online dealer.
I'm personally very fond of shoes from Merrill, Born, and Clarks. However, I almost always buy them online or at DSW, where I'm not also paying a shoe-salesman's commission.
The key, as I see it, is to look at what the market worth of a particular product is in terms of what it cost to produce and deliver, plus a reasonable dealer markup. If the markup is too high, I take the time look for another source, or I haggle the price down.