I figured you were a lady when you said that you were snagging fashion ideas off of other women in the first place. I was just commenting due to what Pen said; in my experience, men's shoes generally aren't as expensive as women's shoes, so zappos's prices aren't really an issue for me when shopping. I suspect it has to do with the marketing and engineered cultural expectations. If advertisements are to be believed, men are supposed to shoot straight for the high status name brand while women should own a veritable fleet of shoes to go with their outfits. There just isn't really any incentive to offer guys cheap shoes whereas I could drive down to a payless right now and find racks of $15 wedges if I felt like it.
Anyway though, yeah, being able to try on an array of different sizes immediately is an advantage, particularly if you have an odd foot. My feet however are pretty typical, so zappos' excellent shipping and return policies are enough to keep me happy.