This depends. I order about 95% of my clothes, my daughters' clothes and my husbands online.
DH returns less than 10% of what I buy. He wears tees and jeans almost exclusively. I know his size by brand, and I find men's jeans waaay easier to buy than women's.
Dd1 and Dd2 I return about half the shoes I buy them, but less than 10% of the clothes. Shoes are so hard. For example, I bought her 3 pairs of stride rites, all the same size. Two fit, the third had to be exchanged for a full size down! When I buy DDs clothes, i tend to buy a little large for her to fit later in the season. I also stick to a handful of brands.
For me, I return at least 50% of my shoes. Sometimes an exchange sometimes just a return. I can't judge comfort until I try them on, but I stick to comfort brands. On clothes, it depends where I'm buying from. Talbots is a favorite for work clothes and their sizing is consistent. I return less than 20% of what I buy there and usually because I don't like it. Ann Taylor used to be a favorite, but the last few seasons we've not clicked.
Nordies for me depends on the brand. Certain brands run pretty consistent and I have few returns. Others, like Vince, have varied widely just on size not to mention quality. If I am not ready to return, I don't shop Nordies.