If you're buying a brand-name shade such as Bali or Levelor, it really doesn't matter where you buy it as the seller doesn't make the product. I bought Bali DiamondCell Shades from blinds.com, an online seller, and they came out fine. An advantage of a physical store (be it Home Depot, Lowes, or wherever) is that it will have fabric books where you can see and touch (small) samples. However, the online stores such as blinds.com will send you samples. Of course, you have to measure the windows though, oddly blinds.com (and, perhaps other internet sellers) will remake the blind if you make a measurement error.

I would recommend you measure your windows and then step through the purchasing process on a site such as blinds.com. You'll see all the options (and limitations) even if you decided not to complete the purchase process and to go to a store; very educational for the consumer!

Blinds are pretty easy to install -- I did -- but if you don't want to do it, you can always get a taskrabbit.