I purchased mine online from RKbridal, without ever having seen the dress in person or tried it on (obviously, if I hadn't seen it in person. Anyway.)
It is risky, but if you're going to do it, I'd a) make sure the place is reputable. Do your research. And b) find dresses with the same sillhouette or similar details and try them on. Then you'll have some idea of how your dress will look on you.
For example, I found one that was by the same designer and same sillhouette but different fabric (tafetta & lace v. satin) and tried it on and loved it. So I knew the one I chose to order online would look good on me.
HTH!
and btw- I was so nervous, I didn't tell anyone what dress I ordered. I didn't want to listen to 8 weeks of them being nervous FOR me. All my friends and co-workers thought I'd ordered the one I'd tried on and that they had seen in pictures. It wasn't until I had the dress, knew I loved it and they saw me try it on for the first time that they found out.