What's your suit situation like right now:
- Do you already have a suit?
- How often do you plan on wearing it?
- What are you wearing the suit for?
- What's your budget? (It sounds like $500 with tailoring)
How well do you know what a properly fitted suit should feel like and look like? You may think you're around a 36S but you might be smaller than that. Most salesmen will tell you that you look good in whatever coat you put on. If they immediately say, "That looks good," and nothing more, I wouldn't listen to them.
You could just go the department store route for now so that you have something to wear while you become more educated and informed. Or you can do all your research on the front-end if you have the inclination and the patience so that what you end up buying is exactly what you want in terms of price, fit, quality, and according to your level of pickiness etc. You never know, a Macy's suit may be all that you need.
Most people will tell you you can get something better on eBay or B&S for the price you're willing to pay. I've been monitoring the B&S forum very closely now for a few weeks and I can tell you that I rarely see 36S suits. And if you're smaller than that, forget about it. Most of the stuff on eBay, new or used, in that size isn't of the slimmer, more modern cut either, so if that's what you're looking for, forget about that option too.
If it's your first suit and/or you don't really know how a suit should fit, and you don't know how to describe how to fix it if it doesn't, don't go the Indochino route. I've read numerous threads on here that suggest for a first time buyer to go the retail, in-store route + tailoring. Get informed on how a suit should fit, how it should look and how it should feel. That way, if you ever do go the online route you can get an idea if something is too big or not.
I found this thread to be quite useful: http://www.styleforum.net/t/265924/the-tailors-thread-fit-feedback-and-alteration-suggestions
As well as this post on Put This On: http://putthison.com/post/19955659382/how-a-suit-jacket-or-sport-coat-should-fit-a