I ordered from blue zoo last spring. I was happy with my gobi (avatar!), pistol (they paired within a week) and two clowns. The gobi was a little skinny, but is still doing very well. I got some CUC as well, and the emerald crab didn't survive shipping. They gave me credit (it was under $10) which was good for a year I think, but that doesn't do you good if you are ordering one time, which is something to consider. I would order from them again though.
The downside to ordering online is you tend to order more to save on shipping. Be careful not to order so much that you spike your parameters. Its easy and bad to do.
When I am driving distances to visit relatives I buy at remote locations. A cooler with a heater pack can keep livestock happy 8+ hours, mine often sit overnight without problems. I think that is probably less stressful than shipping overnight since they aren't thrown around. I often pick up critters over the holidays and you don't need to worry about temps since they are with you and not in a warehouse.
Another possibility is to see if your LFS will order things in for you. Since they are already paying shipping it might be an option.