I've done well with nearly all online vendors I've dealt with. Wallbike.com (maybe it's walbike.com) is exceptional if you're interested in brooks saddles. I can't recall all I've ordered from, but most are pretty good. Prices vary from site to site, but if you've got a large want list, an advantage in shipping costs may have you ordering from some where the actual prices may be somewhat higher, but the total cost is less than ordering from several vendors.
I'm in the happy situation of being able to get nearly everything at a lower price from the local shop, but delivery time is longer than if I had ordered online.
I avoid items that might be dependent of fit or feel. Shoes, for example.
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Some people are like a Slinky ... not really good for anything, but you still can't help but smile when you shove them down the stairs.