One of the best experiences I have had shopping for liquor online was finding out it had arrived on my doorstep a couple of days after ordering. Plus, I can find rarer products that you might not be able to buy in your local liquor store.
It's worth taking the time to browse online and see what's available in your area before committing to any one retailer. Different stores offer different products at different prices, so there are quite a few advantages of online liquor stores i.e checking them all out first and seeing which one has the best prices for you!