Yes I am pretty much resigned these days to ordering nearly everything online and returning what I can in the store. As my local stores carry less and less petites but still have "online exclusives" -- I hate those two words, though I appreciate the marketing people that thought them up.
Luckily, I know from experience that BR and AT are fairly consistent in their sizing. I really hope they never change that! Jcrew is much less so, it's always a crap shoot.
That said BR lately has seemed to have some vanity size creep.. yeah I lost some weight recently but not that much... I am more and more fitting in the XSP rather than SP's. That applies to ON and GAP as well. AT and loft however seem steadily consistent. Both brands fit me really well-- AT for tops / jackets, Loft for pants, because I'm an inverted triangle with narrow hips and chicken legs.
As for WHBM, it's totally hit or miss for me. I do have a few cherished favorite petites from them, but at the cost of many many many items that just didn't work. Not so much fit, but fabric/ quality. Lots of polyester or synthetic or whatever that I couldn't get off my body fast enough, it felt awful. I do not have a WHBM close to me, so this is one store I'm super careful about ordering from, as I would have to return to the post office.