It really depends on who you're buying from. Liveaquaria.com are very good folks and they have a great live arrival/14 day guarantee policy. When I used to order from them, if I had a colony of zoos that would go bad they would always give me credit no questions asked.
I'm not sure who the other good etailers are for fish. If your lfs aren't that great then you'll probably have just as much luck shopping with them as you would a reputable online store. Just check out some of the larger forums like Nano-reef.com and see what store has good reviews.
Fish aren't that hard to ship and a good company would know what they're doing. A lot of lfs dose high amounts of copper and have ick running in their tanks frequently so you can get bad fish just as easily from them.
As far as good online coral etailers are concerned, I like extremecorals.com, liveaquaria.com, reefhotspot.com, pacificeastaquaculture.com, and me reefgardener.net .
Good ebay sellers are: donovonsreef, joesephlee, auctionmethis, reefpets, and me reef-gardener .