I order tons of plants on line and have never had any problems. The only problem is they will be pretty small, but cheap. If you have the time it is the way to go. I like watching things grow so I like the smaller plants. If not hit the local nursery to see what they have. That being said I would imagine you will pay $35 to $50 for a 3 to 4 foot tree. I put one in about 2 years ago, 3 foot, to see if I liked them and it is 7 foot now and looks to be off and running. They usually start off slow the first year. I have used these guys many times.
http://www.musserforests.com/prod.asp?p=LEC
Just make sure you follow the planting instructions and the keep the spacing to what they recommend. If you want semi instant I would go with a local nursery. I need to get a few more myself to replace the dying Hemlocks. I will probably go mail order. Have fun and remember dig a 20 dollar hole for a 5 dollar plant as you can only do it once if you intend on leaving it there for life, so do it right.