Always, except for undies and shoes. And socks/tights. You can find almost totally new clothes in Goodwills and stuff. Recently I have found:
-A Nordstrom's brand silk velvet blazer, in one of my favorite colors with beautiful embroidery, unworn, was probably several hundred new and I got it for $14 at Goodwill.
-A 1950s Schiaparelli mink collared curly lamb coat with heavy silk lining, my exact size for $99, sells on ebay (with the proper spelling!)for $1700. Perfect condition, essentially looks unworn. Found on eBay with the designer's name misspelled.
-About four or five nice blazers, around $5 each at Goodwill.
-A black lace skirt (I love them) unworn with it's tags still on with original price of $200, for $8 at Goodwill.
-A gorgeous ribbonwork cropped '40s mink collar jacket, perfect condition, $30. Ebay.
-A really pretty long black wool and some sort of fur collar winter coat, c.late '50s, for $30, eBay.
So yeah. Used clothes are awesome. Especially coats I would never buy new- those I particularly hunt eBay for, for vintage coats. They're gorgeous, and cheap as anything. And I haven't had a hard time finding my size (~16).
If you call it "vintage" rather than secondhand it sounds more appealing, huh?

I have no problem hitting up Goodwills and whatnot. You can always wash or dryclean stuff- it's not like it's icky usually. And you can definitely find new with tags stuff if you're picky, and patient.
There are ways to cut down on the sorting through stuff- often I stick my hand out and run it down a line of clothes- you can feel when you've hit some nice quality fabric vs. polyester. Or focus on a few colors you like and look only for those.