I recently bought my first pair of shoes from Zappos (after years of hearing about how great they are) and it was fine. I didn't need to return them, but my understanding is that if you have any issues (e.g. wrong size), or just decide you don't like the shoes, Zappos goes out of their way to make it easy for you to return them. They are supposedly all about the customer (shocking, I know).
Regarding your original question, you might also check out the selection from Bostonian. I've had a couple of pairs of their dress shoes and they look good, hold up well, and may be less expensive than some of the other brands you're looking at.