Hi Cali! I LOVE LOVE LOVE Sephora. If you've never been (or looked online) they carry just about all high-end make-up lines that you would normally find in Nordstrom or Marshall Fields-type stores. My favorites are Benefit and Hard Candy, because they have fun, glittery, girly stuff, but they also carry "foo-foo" stuff like Borghese and Lancome'. They also carry just about any current popular (high-end) perfume, hair and accoutremonts that you could think of. In addition they also have their own brand (Sephora) that is much less expensive.
As for a waterproof mascara, I've used Loreal Voluminous in Black for as long as I've ever worn make-up and I love it. It makes my lashes long and thick. I'm a big crybaby and I've never had an issue with it running or getting icky, yet it removes easily with a waterproof eye-make-up remover, I like one I've found from Neutrogena. And it's only about $6 at Target. Hope this helps!