Union Square is a good idea. Nordstroms' 2nd Level at the San Francisco Shopping Center has a great selection and helpful staff--I recently tried some Amouage scents there that are hard to find. Also, down the street from Neiman Marcus (also a good place to find exclusives) on Geary Street you will find Jacqueline Perfumerie, whose French proprietor keeps stocked with all the classic scents. Look for the big factice bottles in the window!
Diagonally up from Neiman's across Union Square is Saks, who has all the Bond No. 9's. Going west up Nob Hill, at 868 Post Street you'll find Parfumerie In Fiore, which I've only peeked into, but online reviewers promise Serge Lutens' scents can be found there.
The new Bloomingdales is a bit of a disappointment, fragrance-wise. They do have Jo Malone, but so does Neiman's and Saks. I have more fun at Macy's and Sephora--the old Sephora at Stockton Street was a fragrance-lovers dream in the late 1990's! They must've had every Guerlain there! Denis Dumont on Polk is gone, too...
I also honestly miss Uma's Tools of Magick on Page Street in the Haight for all the hand-decanted witchy/headshop oils. I still think The Sword and Rose is still up a bit on Cole and Carl--through the garden in the back--if you've got a need for the occult dragon's blood/orris root/eye of newt combinations.
And for essential oils and natural perfumes, you can't beat Rainbow Grocery!