Michelle,
SF is wide open, so feel free to shop where you desire........
Looking for shoes in larger sizes, then go to Nordstrom on Market (Generally there is good shopping in Union Square and along Market from 6th down to 2nd, especially some good discount places cRoss Dress for Less, Nordstrom Rack, Off 5th, and Needless Markup outlet (Neiman Marcus)
Looking for a corset, then try Dark Garden
Looking for some over the top, then go to Piedmont Boutique on Haight (In fact there are a ton of great stores along Haight)
Looking for some leather/latex goods, then Mr S Leather in SoMa at Harrison and 8th (who cohabitants with Madame S Boutique)
Your mileage may vary
Joanna