I like to shop online--it's easy, convenient, and in many cases, cheaper than going into a store to shop. Of course, that depends on what you're wanting to buy. Some items you're better off testing in a store, so you can see if it's right for you or not. Korea offers a pretty good variety of foreign and domestic goods in its stores, so it may not be hard to find what you're looking for after all. But for those really special items, especially brands not yet available in Korean stores, you'll have to look elsewhere--the Internet. I have to shop online for some of my apparel, because Korean sizes are too small for me. Also, the styles here are not really my thing, either. This especially applies to jeans/pants, shoes, and bras. I order most of this from American Eagle for two reasons: they have comfortable clothes with sizes I know, and they ship to Korea.
Shipping to Korea can be a hit or miss: some companies do, while others don't. You really have to check which ones will. In addition, when ordering something from abroad, you have to be mindful of what you're ordering and how much it is. An order with a value of over $150 (not including shipping costs) will be subject to customs fees. This fee will vary depending on how much over the limit you are and what is in the package. This will be collected from you upon delivery of the package, so make sure to keep an eye on the total--or be ready with some cash in hand! Some people try to get around this by sending the package to their home address first and then having a relative or friend repackage it as a gift. This way, it can be declared with less value than it had originally. Unfortunately, as of late, Korean customs has begun to crack down on this "under-declaration of items," so it will be harder to slip it under the radar.
The other alternative is to order online. You can find many foreign and designer brands on major Korean shopping websites. All it takes is some rudimentary Korean skill and a keyword search. (You can enlist the help of a Korean friend if you need it!) Sites like GMarket and What the Book have English options, so it is easy to find what you want. Other good shopping sites are Interpark and IEHouse. If you're shipping to an address in Korea, it is either free or really cheap. Many of the brands that are imported will have Western sizes, but be cautious when ordering Korean-made clothing! Many shirts and sweaters are made "free size," which may not always be what they seem. However, if it turns out to be too big or too small, making a return or exchange is not difficult.
So the next time you are looking for hard-to-find items or sizes, why not try a little bit of Korean online shopping? You might be surprised at what you find!
P.S. For foreign food goods/baking items, try these sites: EZBaking and EZShop Korea.