How big is your house? What style of furniture do you like? What pieces of furniture appeal to you? Do you have to consider anyone else in this decision, such as a parent, boyfriend/girlfriend or spouse? Do you have any pets that will tear up the furniture? Are you looking for everything to match or just go with each other? How much money do you have to spend?
These are all pertinent questions that you need to figure out before you even go furniture shopping.
You can look at magazines, browse the Internet, etc., to find a style of furniture that you like. Once you've found that, then go to various furniture stores and see what they have available and what sales they have going on. Hint - buy quality furniture if you have the funds, so you are not replacing it in 3 years.