My favorite place to go is
Stormy Leather in San Francisco. You'll find that people who work there are very informative and helpful with any questions that you may have about proper fitting, waist cinching, or just buying something relatively inexpensive and stylish.
I'm not sure if they sell things online, but if you're ever in town, this would be the place to go. Feel free to drop me a line if you're in the city, too! I still have my eyes on this sexy rubber dress that I've been meaning to buy as an early birthday gift for myself.
...so I guess my best advice is to go someplace in person and try one on to get an idea of what you want before you commit to buying anything online and such. Good luck!