I have not bought wines over the internet but if the retailer is a reputable one, I don't see why not. Of course the downside is that more often than not, you would only select the wines you know. There is no salesperson to recommend or advise you on the wines available and so on.

There should be purchase policy which states what happens when something go wrong. The normal rights of a shopper (like if you go to a physical shop) will still apply. Check with the retailer and their policies.

For me, I would worry more about the security of the payment side. If that is secure, I would buy over the internet. Having said that, I love the wine shop, the smell and talking with the sales people. In that sense, I prefer shopping at the physical location.

Cheers.

I may agree with you about the "physical" part of the shopping, but after all there are many internet wine shops out there that have plenty of information of their pages. The wines are usually well explained with details that should help you in buying a wine. Maybe you are right when you say you would end up buying the wines you know only. But what if the prices are convenient and low?
What concerns me the most is what happens in case something goes wrong such as a corked wine and I have no idea about return policies and, more important, who is going to pay the shipment for returning the faulty wine to the internet shop?