I have ordered fish through online stores, but I MUCH preffer to order through aquabid! Its like ebay, but for us fishy folks. You can get absolute STEALS if you search enough, plus you can find fish you wont ever see at the LFS. And more often then not, you're dealing with breeders, not farmers, so IMHO, the quality is much, much, MUCH higher. Also, I always use priority shipping, i've shipped this way 16 times 2-4 days, and have only lost a single bag of fish containing 3 fish, the other 3 bags made it just fine. Even in the cold Denver winters, i've never had a problem, so I see no reason to drop the 30-100$ for express/overnight
The other great way to purchase fish, and meet new friends, is to look for a local fish club! Most clubs have mini-auctions at their monthly meetings, and you can also be put on to people who may be breeding something you're very intrested in. You'll get great fish, and you can usually see exactly how they were raised, see the parents, and save lots of money. Did I mention, you also make new friends with a common interest??