I'm not a woman so I don't have much experience with women's clothes, but I my experience may still be useful. I generally don't buy clothes online because I'm worried stuff won't fit. Might seem like guy's pants should be the same since theoretically they are in inches. In practice, that's not been the case for me. Same problem with shoes.
Shirts, socks, and underwear are about the only things pretty safe to get online, assuming it's US sizing. If it's Asian sizing, very difficult to find out what will fit.
Aside from that, even if a site offered free refunds/returns, the amount of emissions caused by all the shipping really turns me off.