Don't buy anything that's final sale! I find J Crew shorts to run roughly true to size. If I would take a 2 or a 4 at Old Navy or a 4 or a 6 at Banana Republic/Anthropologie, I would probably take a 4 (maybe a 2 if it's a skirt) at J Crew. (I find Gap sizing to be really, really all over the place, but I usually take a S, sometimes an XS, occasionally a M, and usually a 4 (sometimes a 6) in bottoms.) My best-fitting shorts from J Crew are a 4 (and that would be my default order for shorts size), whereas my pencil skirts from JC are evenly divided between 2s and 4s. I also have relatively slim hips and effectively no butt.
You can also call or chat J Crew customer service reps to get actual garment measurements for each size you're considering. You can match that up against items you already own.