I've purchased fish both freshwater and marine from many online vendors and have never had a bad experience.
Of course the fish are stressed- but at least they don't have to live through several weeks of poor LFS management before they even get to me.
Check out each vendor carefully, make sure you understand their shipping methods and any guarantee. Don't get them in the middle of August or in the dead of winter if you are in a cold climate (just my opinion- I know about heat packs, but still). Also do not order anywhere near a major holiday, as shipping delays are frequent.
Be ready when they get there- some ammonia neutralizing agent put into the bag the moment you open it doesn't hurt. Testing the bag water is a great way to decide how long to acclimate them- the closer the bag water matches your tanks parameters the less acclimating they will need. Have all your stuff ready before they arrive and acclimate well unless they look really bad- if they look really terrible sometimes getting them into clean water asap is the best thing. And once you have them in the tank don't stress them too much by constant staring and bright lights. I try to get a good look at them initially and then dim the lights for a day or so.
A good variety of healthy food offered frequently, close observation, and very clean water will get them happy in no time.
