My sister bought some fish on line because she wanted to get Uni (sea urchin roe) and to justify the shipping, bought fish. She loved the quality but I agree, the shipping will kill you.
In Wisconsin, and now here in the PNW, I always try to buy my fish frozen. Almost all fish is flash frozen on the boats and the stores thaw them in the case. I would rather thaw my own so I know how fresh it is rather than trusting them as to when they put it out. I do this even with salmon even when they are in season. It only takes 24 hours for a decent fish to look sad.
Copper River sockeye are the only things I've bought "fresh" as it was all they had and I really wanted it but anything else...shrimp, scallops, cod, sockeye, halibut, bass, walleye....if it arrives frozen then that is how I want to buy it!
Thoreau said, 'A man is rich in proportion to the things he can leave alone.'