Sveta and I did this three years ago. We ordered a ton, and I mean a TON of stuff (multiple boots, sweaters, shoes, dresses in multiple sizes, check out the pics to see what I mean). We had it delivered to the Michigan store closest to where Sveta lives. I visited Sveta for an overnight. We drove across the border together, had a massive try-on session, and promptly returned what we did not want. They couldn't have been nicer about it, actually.
They did tell us that in future we could simply have stuff set aside for us (rather than purchasing and returning) but we felt we wouldn't completely trust that for sizes on the extreme range. Since Sveta takes a large and rare shoe/ boot size that sells out in an instant, and I am in the smaller range of clothing sizes (which also sell out in a blink) we felt if there was anything we couldn't bear to miss out on, we'd want to pay in advance.
ETA, what Laura said is true -- we picked it all up at a counter, and then they took us over to the women's department to try on and make any returns. We returned shoes where we picked up -- we just tried them on immediately and made a decision.
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