No J. Crew? The horror!
Becky gives some great advice. I like to shop online, but primarily at places that I can do in store returns and save myself the time and cost of shipping the item back. I usually order from places that I know my size and am familiar with their sizing, fabric, fit, quality, etc.
Maybe what you can do is primarily shop online (check for codes as Becky suggested), and then if something doesn't work out, save it up and once a month head to the mall and do some in store returns. After a while, you will become familiar with your favorite brands and you will be able to look at a lot of things online and tell whether they will work for you (not always, but you do get better at it). I have to make very few returns when I order online now compared to when I first started.