I order from Zappos if I can't find the merchandise elsewhere or if the price comes out to be about the same as another site that makes you pay for shipping. Otherwise their prices are pretty inflated, sadly. There was a pair of Betsey Johnson earrings that I got for my bridesmaids that were $35 on any other site or in person at the store but Zappos had them for $41. That's just one example, I have many other instances where I've been looking for shoes or something and Zappos was way more expensive.
All that being said, Zappos does have a great return policy and great customer service. I do prefer ordering from them, but like I said, only if the price is comparable.