Depends on what you want. I've always bought my dress when I was a bridesmaid, but I'm paying for my sister's dress as Matron of Honour. That's just how it worked out for us and I'm not asking her to pay me back.
My bridesmaids are paying for their dresses which they are all comfortable with. Because these dresses are $175 (I think they're a little pricier) I'm not asking them to have their hair and makeup done professionally. I will have two hair stylists at my hotel for anyone who wants to get it done and if they want it done they will pay for that as well. As for shoes, I just asked they find a nude shoe, heels, flats, something they already own, whatever. I'm not particular since the dresses are long. Because the dress was in budget for them I didn't want to ask them to pay for a lot more so I'm not requiring anything else.
The bridesmaid. Establish a comfortable budget with your maids before picking a dress for them to purchase. If you're lucky, you can all go shopping together and see what dresses look good on each of them.
It seems like the norm is for bridesmaids to pay. I get annoyed every time I have to purchase a $200 dress that I'm never going to wear again, so I'm purchasing my bridal party's dresses, makeup, and jewelry.
I'm purchasing the dress, shoes, and accessories for my maid of honor. She will be my only attendant. I figure with the costs of coming from out of state (she lives in WA, wedding is in CA) it's only right that I do what I can to help.
Our bridal party paid for all their outfits, however we kept it as simple and cheap as possible for them! The girls spend $60 on their dress that can always be worn again (not like 27 dresses worn again, they're basically a simple red maxi dress) and the boys rented a vest for $45 and wore nice jeans and a button up shirt they already had. There is no sense in them paying an arm and a leg for something they won't wear again, which is why we tried to keep it as simple and cheap as possible for them!