I've gone the online route, but I've got a simple prescription. Zenni Optical, Goggles4U, eyebuydirect, and 39 Dollar Glasses are all reputable places. (some discount codes here:
http://glassyeyes.blogspot.com/).
If you have the prescription, you can start going through the process of ordering glasses just to see what the cost is at the different sites. I know my mom has progressive lenses and tried looking online for cheaper glasses and was disappointed. I think the cost for her out of pocket online was more or less the same as going through Costco or the like, so she went with the latter (and has always been very pleased with the results).
Many sites will have this cheesy "try it on" application where you upload a photo and put various frames on your face -- haven't actually used this before. I just take note of the width, etc, to make sure the frame in question fits my face.
Some sites will do a "home try on" thing (
http://www.warbyparker.com/home-try-on for example -- just found with a google search)