Quality, Customer Service, reasonable shipping. I prefer to use PayPal also, so I like to have that option. I prefer my stuff sent Priority Mail because it sometimes doesn't get to me via UPS/FedEx. I'm familiar with a lot of the brand names, and do often see the same fabrics in my LQS, so I'm aware of the colors/quality before I order.
On thing I often do before shopping at a new-to-me place is to email them a question on something I'm looking to buy. If they answer quickly, I'm more apt to order from them. I have emailed a couple of places and never received a reply. Not sure if they were truly still in business, I didn't take the chance.