Sizings between clothing companies differ so much that buying clothes online is something of a lottery. For example, Ralph Lauren's idea of a medium polo shirt is very different to Gant's. Don't even get me started on Lacoste. I will only buy stuff online that I've tried on before.
Check out Zappos http://www.zappos.com/ they carry more than just shoes now and have an amazing return policy if things don't fit.
They have a lot of designer clothing too like Andrew Christian and casual wear, athletic to dress wear.
Pretty much any retail store now have an online presence so you can find practically anything online today. I also like to find things online then look up the nearest store to check it out and buy in person.
The best online store is one that doesn't charge for shipping. You also want one that has a liberal return policy. When that's taken care of, I consider how well I know how their sizes run. I also consider geography. Only if the store isn't near me will I purchase from their site without hesitation (e.g. CB2 as we don't have one in the Philly area). Personally, I like going into stores and trying things on to be sure it's going to fit.