Last night, I placed an order with Merge Records. This label must win the award for best indie label website. Not only is it really easy to deal with, it has the best set up for browsing that I can think of.
A while ago, I bought a bunch of Will Oldham albums from Drag City. While the service was great, the website was more a place to go to if you know what you're looking for. It was functional but not much more. There was really no way of knowing what you're buying - no sound clips, minimal info.
With Merge, pretty much everything has a sound clip attached to it. Even better, they all seem to be the whole songs. It really gives you a chance to sample the wares and find new or overlooked artists. Better than that, they offer a merge radio stream that plays a random playlist from their catalog. What a great way to find new sounds.
As for my order, I went looking for the new M. Ward and maybe some old Magnetic Fields. I got the M. Ward, but I wound up with some discs by Camera Obscura instead, solely on the basis of being able to take a good listen first.