Here you can find some online-shopping tips for high heels. I'll only list shops with which I made good experiences in case of service and quality.
Loveoffashion.com - small but very nice online shop for high heels and erotic fashion. Very good service (ask for Paul)!!
Heels.com - huge selection of women's shoes - from every day shoes to the highest party heels.
Shoes.com - the latest fashion high heels.
LightInTheBox.com - celebrity style high heels at bargain prices.