It's hard to explain the appeal of Zappos, but one of my friends told me that she can buy ten pairs of shoes for an upcoming event, try them all on at home, keep the one or two she likes and return the rest. Basically, it's like online shopping mashed up with real window browsing.
That's basically why I use Zappos (although not quite to that extent).
Shoe shopping isn't really "fun", it's a utility exercise. The only reason you can't easily order shoes (or other apparel) online is because of the fit issue. A size X from 3 different manufacturers (or 3 styles from the same manufacturer) could vary enough to affect the fit.
So, I can go to Zappos, throw a few shoes I'm interested in into my cart and they're generally at my house the next day. Try them on, keep the ones I want, box the others up and drop the box off at the UPS store on my way to work.
Far less hassle than going to the mall, with a far wider selection and better prices. Not really sure what the downside is, if any.
