It is not so easy to decide where to shop in Rome in via del Corso. Personally I like the central part of the avenue. For security reasons, the street is pedestrian and often blocked with tanks from Piazza Venezia towards via del Corso.
As said the best shops, in my opinion are in the middle. For lingerie you can find Calzedonia, Golden Point, very close one to another. Further down, if you could not find your underwear you can try in Yamamay, Intimissimi and Tezenis.
For fashion in via del Corso you have two big stores of Zara and H&M. A smaller one but with a good selection is Mango. If you want the italian brands you can try for example Luisa Spagnoli. It has a complete restyle and is performing quite well, also because Kate Middleton is wearing some models from time to time. In via del Corso there are other italian fashion brands that I like and that are not too expensive such as Liu Jo. For shoes I love Carmen with fantastic ankle boots.