Winnipeg is my hometown. However I'm living in Japan now. I'll be moving back to winnipeg though in the fall. I lived there for 21 years so if you need any advice about winnipeg, just give me a shout, or we can talk about it on this thread.
As for some interesting places to shop, check out all the neat shops and boutiques in Osbourne village. That area was once all grungy/punk/piercing shops but the last couple years some independant designers, funky boutiques and stuff have moved in.
As for the MAC stores in Winnipeg, the one in the Bay downtown is the least busy. There's also a freestanding store coming...but thats inside info.