I figured this out first with shoes, since Zappos has a way better selection than any store around me: right, from trying on a million shoes that don't fit I know I need a strap here, a toe that shape, a sole of this composition; videos suggest this bends well, and reviews say a narrow heel that your foot doesn't slip out of? Awesome, and returns are free so there's no risk if I guess the size wrong. *hits purchase*
But it never occurred to me to try this with clothes until just very recently. And for work clothes, I tend to make do with whatever's reasonably fitting and venue-appropriate, regardless of whether it's also flattering or makes me happy, because if I held out for that then I'd never buy anything. Then I bought a necklace from elisem, didn't have any suitable shirts to wear it with, and had to resort to online shopping to find one, because apparently brown is not an In Color this year. When I went to pick up the shirt from Macy's, my eye landed on a dress that yelled out, "I will be comfortable and flattering and work-appropriate, buy me!" (The listed price is definitely not, by the way, what I paid for it.) And I guessed at a size and it fit perfectly and I went home glowing.
A day or two later, I went looking around the manufacturer's website and discovered that they were having a sale and that a third-party merchant was having a free trial period on free return shipping, so it would be no risk to assume that their sizing held constant. I ruled things out based on my extensive experience of "no, that will look awful on me" and ended up with three summer work-appropriate dresses, which arrived today and all fit great and now I will be happy to get dressed to go to work, go figure.
The morals of this story are: free return shipping is awesome; having shitty luck finding stuff in stores at least can teach you what to avoid when you're narrowing things down; and finding something that fits you from a manufacturer with consistent sizing is a really great stroke of luck.