Practically all the big snowboard retailer websites have CRAZYFISH return policies. Like as in you can take both bindings out of the box, ride them, sort of thrash them, then put one back in the box and send it back for a full refund minus shipping.
The only thing you typically shouldn't buy off the internet is boots, because they have a very specific fit and size that can vary. Bindings however, are relatively universal.
Anyways, it's a solid option if you want to choose it. I've bought 2010 Rome 390's and Rome Targas of the internet for huge savings off MSRP, and have been really happy with both.
PowderHound and TreeNinja