If it's from a reputable source, you're safe. The best site out there has to be Live Aquaria; they have an arrive alive guarantee, and their customer service is stellar. As always, quarantine any new additions, especially in SW. Good luck!
Shipping is so expensive and it is somewhat dangerous to the fish. So I look around locally before going online. Search FS posts on craigslist and try to find a local aquarium club or board.
Shipping is often the only way to get an unusually fish. The quality of the experience will depend on the seller. Aquabid.com is like ebay in that there are some incredibly good sellers, but also a few scammers so you have to take some care and check feedback. Sites like liveaquaria have a wide variety of fish. Petsmart will send you exactly the same fish from the same place as they do to their stores. A specialty seller like Tangledupincichlids will have fish in smaller quantities that the big sites, but they will be different fish and they can help you with specialty knowledge.
Climate can halt shipments in many places for the coldest or hottest months.
A common complaint is that fish that arrive are smaller than expected. Smaller fish ship better and pictures can be deceiving..