If you're never bought shoes from Zappos, you should check it out at
Zappos.
I've ordered from there twice. You automatically get free standard shipping but both times I've ordered, they've upgraded me to priority shipping for free. They have every shoe imaginable. I've only ordered for Lyla since I do like to shop around for my own shoes myself. However, if I knew a particular shoe brand/style/size I wanted I would definitely order from them for myself too.
Since they have such a huge inventory it's easier if you have some idea of what you want (e.g., for Lyla I just do a search for all girls shoes in size 6 made by Stride Rite). That helps to narrow down the choices.
You can also return them for a full refund at no cost to you. I think the prices are great too.