Ordering online is one solution, but buying e-books is another. Many publishers make their catalogues available at DriveThruRPG, which even allows you to save the PDFs so purchased directly into your Dropbox account. The PDFs are usually cheaper -- sometimes much cheaper, sometimes only slightly so.
Some publishers have joined to create the Bits and Mortar program. Under this program, when you buy a physical book from a physical (or online) store, you get the PDF of that same book free with your purchase.
That's quite cool. I like having the physical books (especially ones so beautiful and nicely bound as this those for The One Ring), but I also like having the PDF for reading on my tablet or for extracting maps and atmospheric art to show to my players through Google Hangouts. A combination of those two is ideal for me.
Yesterday, I ordered quite a few books at an online German retailer. 90 minutes after I got the order confirmation, I received e-mails with download links to all the PDFs for all the books I ordered. So I can already start reading and planning, while the books haven't even shipped yet!
I think this is a really cool development. Offering the PDF as a value-added bonus gave me the incentive to buy the books at a higher price than the PDFs, because I did not feel I was missing out on the digital capabilities I want for my campaigns. And that might keep the middlemen (retailers, specifically) in business -- and they are important for growing the hobby. If the market would move to all-online, then there would be less exposure to RPGs outside of existing channels, which is bad for everyone.