If it's an item I think I'm really going to want, and there is a possibility of a return, I usually buy the item in the TWO sizes I think will fit. This way, I still have to return something and pay for it. But, I'm likely to get one size that fits.
Also, I never just buy one item anymore. If I can't find two or three items I want, it's generally not worth it. Shipping back one item costs a minimum of $6. But, the extra pound for a couple more items is only a dollar or two more.
Also, some places have free shipping if your order totals a certain amount. So if I buy two of the same items in different sizes, (going over the free shipping minimum,) and still return the wrong size, I've only paid for shipping
one way.
Right now, the way I figure it, considering how expensive gas is to drive to the store & back, it costs almost as much as the return shipping.