Shopping in person is ideal I imagine, at least until you get a hang of sizes and styles. This is especially significant for Bras, which can be a bit difficult to find the ideal fit for. So it can be awkward walking in as a man to shop for women's innerwear, but I have mostly shopped for these only dressed up as a woman. It helps a great deal to ask for help from the sales person to measure you, check for styles etc before you make a purchase decision. Cup size and chest diameter are rarely in sync for transpersons, especially crossdressers, so you might have to use some artificial props to fill the cups. Ideal to go with padded in my opinion. But, going beyond inner, it makes a huge difference to try on any clothing in the trial room before buying! If all this is very awkward, I suggest you pick a less crowded time, such as as soon as the stores open on a weekday morning, in big stores like Globus or Westside for your shopping.
Panties (just go with waist size), or sexy lingerie like fishnet body suits (they are usually free size) are easy enough to shop for online. If you are looking for Pantyhose, size will matter, and some brands (for example stuff that Marks and Spencer sells) come with size variations - some experimentation will help here.
