I have bought EBJDs online. The shipping is brutal. The only fish I would order online are ones I cannot find locally. If you can find it locally, it will most likely be cheaper. The trick is to order as much as possible at once. In my experience, shipping was $35 for up to 10 fish. If you only order 1, that really sucks....but at 10, it is only $3.50 per. Some places off free shipping if you order a couple hundred bucks worth of fish. Get some buddies together and make a big order. In those situations, even more common fish can be real cheap online.
I still say only order online if it is rare fish you cannot find.