If you are able to, it really is best to buy your shorts from a store. Well, for the first time at least.

By going into a store you can try them on, feel the fabric, feel the padding (to see how thick it is), etc... etc... Once you find a pair you like and that work for you... then you can go online and purchase them there.

That's just how it works for me though. I can try on 10 pairs of cycling shorts and look horrible in 9 of them. I am real picky so buying some without trying them on, would be an issue for me.