DisneyStore.com
does carry park merchandise that you won't find in the stores. However, that does not apply to the costumes. DisneyStore.com will only have
Disney Store costumes and not park ones.
The costumes from each place are not the same and, as was noted,
Disneyland costumes are more expensive. Which costumes are better depend on the style for the year and which costume you're looking for. In some cases, like for Tiana, I might go with the Disney Store because that costume is very nice this year. But this year's Ariel isn't that great. Disneyland, on the other hand, has great Ariels right now. Also, Disneyland carries costumes all year that you can only get at the Disney Store for Halloween. For example, The Disney Store won't have Mulan, Pocahontas, Jasmine or Alice right now, while Disneyland does.