I have ordered from both online stores (such as Drs Foster and Smith and That Pet Place) and from auctions (Aquabid.com). I have had good experiences from both places but prefer to buy from auctions. A lot of sites overcharge on shipping. I mean massively overcharge. I paid 25 dollars for shipping at an online store and paid 10 bucks shipping from an auction and they were both the same distance and about the same number of fish. Most online stores force you to pay for expensive overnight shipping when you can easily get next day or two day service for a lot less sometimes. Priority Mail generally is fast enough for most shipments and is a lot cheaper.
As long as the weather is good ordering online works out well most of the time. Heat packs can work in most cold weather (unless it gets really cold). I had one shipment get too cold but most people (and stores) will guarantee live delivery (you just have to pay for reshipping).