I buy gemstones online. I use them sometimes for rituals or for jewelry making. Some people don't like to use cut gems but I prever them in my work because this is another way that aspects of the crystal can show through.
Here are a few tips I have found:
1) Find a few merchants you can work with and trust.
2) It pays to do your research before you start buying online. Until you have a pretty good idea of what you are doing, start with rock stores, mineral shows, and the like.
3) If you are buying gems, look at the grading that the merchant gives the gem. Look at enhancements as well, and remember the 4 C's (Color, cut, carats, and clarity).
4) I always keep a tape measure with inches and mm near me when I am looking at possible gems because this allows me to better gauge the real size of the gem. Nothing like expecting that 3mm stone to be something larger than it is ;-)
In the end though, I think it is important to spend some time at least in rock shops and shows. You learn more there.