Most of the time when I buy sex toys, it is online. (I actually cannot think of any sex toys I have bought at a bricks and mortar store). When buying sex toys I have only ever had them sent to a Parcel Locker. I have bought from four different companies and thankfully everything has been delivered successfully.
The only thing I have bought from a sex shop was an adult DVD. This was essentially because I dared myself to go in and buy something one day. It was nerve-wracking but also not...