personally I feel like ordering online is the least favorable option. The great things about visiting a LFS is that you can inspect the fish for disease/health etc. You can request it to be fed in front of you to verify it is eating. The fish wont go through the stress of being bounced around in a box and subjected to wild temperature swings. The store owner can let you know if the fish is direct from a wholesaler or has been in the store and eating for a month. Plus we should all try and support our LFS as much as we can. They are the backbone of our hobby.
Im not sure of the LFS selection around you but taking a mini trip for a fish or two can still be fun and worth it to insure you are getting a healthy specimen. Especially considering they will be our pets for many many years if healthy.
while i agree with [MENTION=3562]lurking[/MENTION]...if just answering your question, my favorite place to order online would be liveaquaria divers den. i have had a great track record with their fish.