Online retailers are usually of the "you order it, it's yours" mentality, which means that you will find cheap short bridesmaid dresses, but a lack of customer service. Like discount chains, they can offer quick turnaround, but you'll miss out on an even larger selection of dresses, since many manufacturers do not supply online retailers with merchandise.
A full service bridal shop is the most comprehensive choice, providing information and advice on measurements, sizing, undergarments, shoes and order time. They provide fabric swatches and usually have seamstresses on staff to perform all necessary alterations. They are professionals, and usually charge slightly higher prices than discount retailers. However, it is their business to make sure the wedding day goes perfectly.