I order my glasses from Zenni, but I don't think it's for everyone. For one thing, they always locate the pupil at the exact midpoint of the lens. Unless you wear very small frames, your pupils are probably located somewhat higher in the lens when you are wearing the glasses in the most comfortable or attractive manner. This can result in double vision, chromatic anomalies, headaches, and worse. It's far more likely to be an issue if you have a strong prescription than a weak one, but inexpensive glasses may be a false economy if you have any of these problems.

edit: Also, one pair of glasses I ordered from Zenni gave me a rash around my eyes and on my eyelids. I've gotten contact rashes from watches before, so it wasn't entirely unexpected, but I'd never had it happen with glasses before. I thought I had just gotten a sunburn at first, and it took me a while to convince myself it was my glasses. (I basically didn't wear the glasses for a month, and then wore them again.) It's either the plastic used for the frame, or maybe a mold release. Regardless, I've tried washing the glasses with a strong detergent, and I've had them ultrasonically cleaned and they still give me a rash. They cost $30 though, which basically makes them disposable compared to normal glasses.