Yeah I never thought of that. I've bought a lot of tires off the internet and never had an issue with a tire, knock on wood.Thanks @N.ID7803.
I just priced a set of Wildpeak A/T3W in 265/70R16 and the installed price is ~$750, which is a really good price. Discount tire would be about a 1 grand installed.
The only risk IMO is that you don't know how old the tires are before you buy them and returning would be a major hassle if they send you 2+ year old tires.
Eddie