I got my first pair of climbing shoes via Amazon but fulfilled by Rockcreek. Shipping was free, the price was cheap but the shipping period took forever. It probably took about 2 weeks just for the shoes to get to me and tracking information was not superior to the other sites. The Clymb is probably on the same level as Rockcreek in my opinion. The Clymb has amazing sales on shoes and gear but its sizes run out really quickly. The shipping is horrendous. I'm all for instant gratification. I hate waiting for my shipment to arrive and I've to say The Clymb is the slowest of the lot. They take a long time to process the order and the shipping takes forever. At the end of the day, you are realistically looking at probably 4 weeks to 8 weeks before anything gets to you. It's ridiculous. And shipping is NOT free. That said, I've not tried to return anything with the clymb so I cannot comment on that. Rock creek has a good return policy. As long as you don't wear it or use it except to try it on, you can return it and get a 100% refund. It's just going to take a while for it to get back and for them to process it.
However, Rock creek has a pretty simple return process. All they require is for you to ship it in a box, fill in the refund slip and stick the return label (a sticker in the shipment) on the box and you're good to go. They would deduct 6-7 dollars from your refund for the return shipping cost.
I have Amazon prime from my student account and I can buy most shoes with a free 2 day shipping that includes free returns. They pay for the shipping label, it gets back fast to the warehouse and I get email updates on my refund process. Amazon is by far my favorite site.
My second most favorite site is backcountry.com. They have livechat on their website which means that you can ask any question you want about anything and they'll get back to you immediately. I hate calling because sometimes talking on the phone can be hard because of the call quality. But on a live chat, nothing is missed and you get information immediately. No waiting is involved. The shipping is free and comes within 3 business days. The only thing that isn't as good is the fact that you'd have to pay $7 in shipping for the return if you intend to return the merchandise.