Definitely try everything on! I had it set in my mind what I wanted and I ended up with something different. All the places I went to had great sales ladies who pulled things I never would've picked out but once I put them on I could see how they showed off my figure. It was really fun!
I went shopping alone to some stores, with my best friend to others, and then my mom to other ones. In the end I took my mom and best friend to see the final dress choices separately and they both picked the same dress! That made me feel good that both my mom and friend could agree, especially when they have such opposite tastes.
Personally (& speaking from experience), if your budget doesn't allow for the real high-end designers I would avoid those stores. You don't want to risk falling in love with something and then never be able to find another dress that you love that is in your price range. I started looking at dresses that were at the top of my price range and fell in love but I couldn't stop feeling guilty about spending so much on the dress. In the end I found a maggie sottero dress that I loved that was way under my budget price! It was hard to get the more expensive dresses out of my mind though.