What to do when garments bought online don´t fit.

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I have read a lot of people who buy their clothes and shoes online. And when I check at the web I notice that they are usually cheaper than the price you can get at a store. But, how can you know that the garments will fit you well? I bought some leggins a couple of years ago. They looked beautiful and although I just wanted to use them at home, I also wanted them to be comfortable. They weren´t. They were smaller than what I wanted although it was the biggest size and I´m not obese. I imagine that the same thing would happen with shoes. I need to see them and touch them. And then, try them on. I am picky as shoes go. I have bought a freezer and a couple of such things online. Those were fine after long talks over the phone as they took their time to sent it. With my freezer, the manager was so ashamed at the end that he gave me an electric pan to make rice as a gift. I prefer my old pot though. What do you buy online? What problems have you encountered?