Both Sephora and Ulta have nice, well-organized stores where you can find (and be tempted by) thousands of products on display. Both also offer pretty similar online shopping experiences as well, though Ulta offers an incredibly convenient in-store pickup option.
Sephora: Sephora's shipping offering is pretty standard. If you spend $50 or more, you're eligible for free, standard three-day shipping. For orders less than $50, this same shipping costs $5.95. To get two- or one-day shipping, you'll pay $10.95 or $16.95, respectively. If you shop online at Sephora often, it may be worth it for you to enroll in its flash shipping program. It costs just $15 a year and gives you free shipping for the entire year, no minimums required.
Ulta: Ulta's shipping rates and policies are pretty standard too. Regardless of how much you spend on your order, standard shipping costs $5.95 (3-8 business days), expedited shipping costs $9.95 (3-4 business days), and premium shipping costs $16.95 (2-3 business days).
If you want to avoid shipping costs and live close to an Ulta store location, use Ulta's in-store pickup service. All you have to do is choose "Buy Online & Pick Up in Store" as your purchase option. When your order's ready, you'll get an email from Ulta — just head over to the chosen store with that email confirmation and an ID, and you're good to go.