You should be sending any clothes you buy to a tailor regardless of how you buy the clothes. Further, you can't buy clothes off the rack without trying them on! Skin tones are different and you really need to try the clothes on.
I'm a student so going to a tailor is out of the question although I'm not so sure I'd even think of that on my own if I had bundles of money. I guess I should try that sometime.
I've been fairly happy with the clothes I've bought by mail order though, there's been a few snags sure but you can send them back and it tends to be cheaper. I do go to the store sometimes, especially for jeans as it's hard to find pairs that fit me since I've got skinny long legs.
As for the skin color thing, I can honestly say that I have no idea whatsoever on how to judge that.