I buy a lot of stuff on-line, so I have nothing against on-line shopping. But...
If you are buying this stuff for the first time, I think face to face might be better. Clothing has to fit right, and the only way to know is to try it on, and - what's more - a lot of things I really wanted to buy, once I put them on were screaming "Take me off now!"
MAC does a lot of work with Tgrrrls, and are very friendly, and will help you buy the right colors and shades, which if you've never done it is harder than it sounds. Why buy a bunch of stuff you don't need, or is not right - that's just wasting money.
Wigs again, find a wig store and let the nice people there help you. They are very used to men doing this and will not bat an eye. And they can help with care, cleaning and styling tips too.