I'd far rather go to small local nurseries - they'll be cheaper than garden centres anyway - at least that way you'll see what you're getting. Stuff bought online and sent by post may be good, but it may not be - you usually get what you're paying for.
Once you make up your mind about a few plants that you want, try car boot sales in the spring - and don't ignore those stalls by the side of the road where people sell things they've propagated in their own garden.
And don't worry about getting it wrong - you can always dig things up again and move them if you don't like them where they are - as long as you don't do it every five minutes - Verdun's an expert at shuffling plants around.
And if you've bought something you don't like or don't want, pot it up, look after it and sell it on or swap with friends.