As far as the safety of ordering online vs. at a local store -- I think much of it depends upon the reputation and integrity of the retailer. I have yet to have any problem with wine we have ordered online (or had shipped directly from a vineyard). Our experience isn't as vast as some -- probably five hundred or so bottles purchased and/or shipped that way. I know it can happen; thus far, we've been lucky. Usually the big retailers will hold purchases and ship during the cooler months. Many use specialty packing and shipping services for more control. We always ship to our office address so that there is no chance of the sitting outside for any length of time at our end.
On the other hand, I have had at least half a dozen "corked" bottles from a certain "speciality" wine purveyor in the McArthur Blvd. corridor. In fairness, most of these bottles were purchased during or right after a large renovation project on their premises. Nonetheless, that's a lot of spoiled bottles. Did they all get spoiled at that location? I doubt it. Interestingly, the wines have included inexpensive and very expensive bottles. And, in the defense of the wine store -- I still do business there. Their consultants have helped me pair wines with many a menu. They are good about taking returns -- I am just not that good about bothering to take the "corked" bottles back. I don't catalog and save all my wine receipts, and I remove the price tags before serving the wine. Therefore, returning the wine isn't as simple as if I was bringing it back to Target where they can pull up my receipt using my credit card number. Speaking of that -- when will Target start selling wine...