The beautiful (and incredibly successful) Net-a-Porter's, Natalie Massenet. I don't know about anyone else but a delivery from Net-a-Porter, complete with chic black box* and pretty black and white grosgrain ribbon with oodles of crisp tissue paper, is an utter delight. It doesn't matter if it is only a small purchase (my last was an Aubin&Wills grey knitted deer stalkers hat, on sale), it is still a special experience. And, um, they even do "discreet packaging" for those 'must keep secret from boyfriend/husband/significant other' purchases :)
The Outnet.com, Net-a-Porter's more affordable sibling, is fantastic for heavily discounted items. Perfect for those of us on a budget.*perfect for keeping jewellery or perfumes in after your purchase has been lovingly tucked away in your wardrobe :)