This question has been asked alot lately:
Is there a difference between buying on-line and buying in a brick and mortar music store?
The answer is yes. To clear up this subject, first of all, common sence alone will answer 95% of your questions:
You can't feel an instrument on-line.
Say that you are shopping for a guitar and you came across a website that has the raddest guitar you've seen. The website has a great reputation, so you decide to purchase it. It comes in the mail and you to play it. This is where most musicians new and old alike come across a very familiar feeling. It doesn't "feel" right. The pictures descibe the guitar in detail, but it just doesn't feel right. This is because the guitar you have, even though it is the same model, will be different.
ALL guitars are different. Set this in concrete in your mind. it doesn't matter If you buy ten guitars all the same; THEY WILL BE DIFFERENT.
This is the number one reason why you should at least go to a retail music store. You get the feel of the guitar before you buy it. You become one with the guitar. The neck will finally feel just right.
Even if you want to buy on-line, take heed. At least check out the product first at your local music store. they will answer your questions, and it doesn't take long to get an answer.
Don't get me wrong, shopping on-line has major bonuses, and with the right website, your experience will be fulfilled, but do yourself a favor, At least check out the instrument you want to play at a local music store first:
You might find out something a website can't explain

I agree... I'd never buy a guitar unless I can actually play it. Online purchasing is great for things like amps, mics, cables, accessories and so on, but not for actual instruments. Maybe an electronic piano and electronic drums would be okay with an online purchase, but certainly not an acoustic instrument of any kind. And that includes electric guitars.

--Bob

I've bought some instruments through mail order, including a couple of saxes I perform publicly on.

If it's a reputable store and you have a right of return (generally 3 days), it can be an alternative.

This is what i carry also. Doing mail order and offering money-back opportunities became a big bonus for the store. It does have it's disadvantages at times though. Even through mail order, alot of customers don't like the fact that even if I take back instruments that"just didn't feel right", they still have to pay for shipping. Another downfall: I have in the past received returns scratched, dented and broke beyond repair. Of course shipping and handling plays an important part, but some of the returns are due to neglect.