On-line is practically the only way I shop for clothes. It is so much easier and less time consuming for me than going to the malls. I almost never have a problem with sizes (somehow I'm lucky this way). My favorite on-line stores are Neiman's, Saks, and Bergdorf's. I try to wait until they have free shipping promotions.
Indeed, looking for free shipping promotions is a good idea, if those are what scares you. I try to take advantage of those too, when I can.