Mechurchlady is correct that a lot of times the internet companies are not less expensive. Their advantage is that they will bill insurance and that they deliver. That can be more important than price for someone who can't get out of the house. They also may have more of a choice of products available than your local store would have, and as was already mentioned, many have trial packs where they will send a variety of products, so you can see what is available and what may work best.
I would not say they are more protective than Depends* or Goodnights, but if someone doesn't like those products, there are more choices out there. The disadvantage with ordering from the internet is that you need to keep track of your 'inventory' to make sure you don't run out before more is delivered.
Goodnights are a good choice for a small person - many of the other products you can find are 'show' under clothing much more, which might be a big disadvantage for some people. Until Goodnights came along, there was a big gap in products. Once a child outgrew regular baby/toddler diapers or pullups, all that was available were adult size products. Most of those are sized for adults and didn't really fit older children or young adults without a lot of bunching. If you want a pull up type product rather than a flat diaper, there are pull up type products that also have re-fastenable tabs that can be used to make them fit tighter.
*Depends has many different products - some are meant for light protection and some for maximal protection. Here's a
link to their website so you can see. They also have a 'try the product' offer where you can get samples.
If you choose to use Depends, check on some of the 'deals' websites, like
www.slickdeals.com
My sister uses slickdeals a lot for different things and prints out coupons for incontinence products for some of her clients (she is a home care nurse).
The Budget Board would probably have suggestions for other similar websites where you can get coupons and trials of items.