Here's my Uniqlo experience after ordering a load of stuff online and trying everything in small and medium.
Stats : 5ft 8", 150lbs , 38" chest / 30" waist
Monotone Flannel shirts : Medium was a bit long, boxy and the shoulders were a bit big . Small is fitted but plenty of room to move and no pulling anywhere. Great for the price.
Sweatshirt / Hoodie : Prefer the medium for a classic fit / normal fit. Smalls were too short to tight and just looked awkward for something...