Bike shorts should be tight, but shouldn't pinch and should slide on (wather than having to be stretched to get them on).
There are *huge* variations in sizing and cut from one brand/model to the next. It usually takes more than one try to find the perfect fit, unless you're lucky.
If you're between medium and large for one brand, I'll guarantee you're exactly a medium or a large in some other brand.
If you mail order, be prepared to do a lot of returning. That's why I think shopping around in person for that first pair of shorts is a good idea.