My strategy has been to find a few brands that I like, learn how they fit and look on me, and which sizes work for me, and focus on shopping for those brands almost exclusively.
When I try a new brand I make sure the e-commerce site I am shopping from has a good return policy before placing an order.
I shop for clothes on eBay but if it is a brand I'm unfamiliar with it has to be (a) very inexpensive or (b) returnable.