Anytime you buy online, make sure you can get good customer support. You want to purchase from a retailer who clearly cares about their customers and who is willing to go the extra mile. If you need to return your shoes, for example, or there's a problem with your order, you need to be able to communicate with the retailer. You can try to find out about the level of support if you want. You can easily discover how good the retailer is by searching for customer reviews, which will be honest rather than a sales pitch.
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For these reasons, you would be wise to shop for your next pair of shoes on the internet. You can sit in front of your computer and find the perfect high heels to match your bridesmaid's dress, for example, without having to sweat it going from store to store. Most likely the hardest things you will need to do when shoe shopping online is pick a single pair and not go overboard with more than one pair.