I've never personally ordered glasses on line, but my mother has been very happy with the glasses she ordered from
http://www.39dollarglasses.com/ ... I'll have to send her a link to zennioptical.com so she can check them out too next time.
She was very skeptical of ordering glasses on-line at first especially since she needs a super strong prescription and has astigmatism and needs bifocals, etc. but she decided to order and see what she got. When the glasses arrived they were beautiful (frame-wise) and she took them to her eye doctor to have the prescription verified and they were correct. She's worn them for over a year now.
Of course feather-weight lens, no-line bifocals, etc. all cost extra and I think she wanted a particular frame, not one of the 'cheapy' ones ... so her's weren't $39... they ended up being well over $100. But that was still MUCH less than the $300+ she usually pends locally.
I guess if you have a very simple prescription, buying glasses anywhere is much less expensive than if you have a more complex one. I'm not quite ready to by my daughters glasses on line ... since she's so young and she has to have a strong prescription too. I'm worried that something wouldn't be right but she wouldn't realize it or know to tell us or that we wouldn't get the frame size/type quite right or some odd something ... but if I needed glasses myself, I wouldn't hesitate to order on-line.