in US sizes the rule of thumb is to start with your men's waist size and subtract 11 for women's. I wear a 31waist in most men's pants, which puts me roughly at a women's size 10. For skirts and some dresses I also wear a 10.
However, many brands now don't use the old women's sizing for things like jeans and have gone to waist sizes in lengths of either petite, regular or long. I buy GAP jeans in a men's size 30. Today i bought a pair of GAP women's jeans in size 30L.
Some women's items like leggings, though, are sold in S,M,L,XL.
I like to order clothes online, try them on and do an easy return if they don't fit. I've been very nervous in the past about shopping in stores (i'm still presenting as male in public). But today I went to the mall with my wife and she helped me try on a few things. It turned out to be easy. I'll probably do more store shopping in the future.