Depends what you're buying. There are some things I won't buy online. Jeans, for instance. And I am very wary with tops, too, as I am tall and never know if they are going to come up too short. Wouldn't buy jackets/coats, either, as I need to know the sleeves won't be flapping somewhere around my elbow!
I tend to buy 'day' dresses, skirts, shoes and some undies online. I'm a 14 and can usually tell which shops are going to come up small ('younger' shops like Oasis, River Island, Urban Outfitters etc) and which will come up big (M&S is a killer for this, Monsoon also).
Shops I've found really good for sizing:
White Stuff FatFace Great Plains Warehouse Dotty P Topshop (although I only buy 'basics' like vest tops, leggings, cardis etc from them)
Office online is my staple shoe shop. Never had a problem with them. I'm big of foot (size 8) and they always have my size in stock, too, which is not always the case elsewhere.
I do a lot of online shopping, so if you have any specific questions, ask away.
tbh I always find sizing rather random anyway - whether from a shop or online, but then I do have a bit of a strange shape esp for trousers! I've never found anywhere to be consistent. In the past I've shopped online with fat face, next, white stuff, asos, but a good proportion of it always goes back. Tops aren't as bad but dresses and bottoms, no way! Some sites are more helpful eg net-a-porter (don't order much, too pricey), where they say 'comes up large/small/etc' in addition to the standard size guide.