It's hard to beat trying clothes on in a store, as 20th century as that sounds. After you find something that fits, buy one in the store and then you can order more on-line. How much time and postage does it take to return something that was sized too small, and how does that compare with cost and time "savings" from mail-order?
It's not just shorts and shoes, either. I ordered some winter gloves my LBS didn't carry. Two out of three pairs were unusable because the fingers were too short -- do designers really thing XXL hand's fingers are no longer than M??