YOU SHOULD! Have you ever heard of the website called Retail Me Not? There are many websites devoted specifically to compiling a database of coupon codes that are primarily good for online shopping. I RARELY pay for shipping on online orders because I can almost always find a coupon code by doing a swagbucks search (Check back another day to see what THAT means.) or by going directly here and searching for a site's coupon code.
For example, an item on sale at Target that we decided to buy was not in stock at our local store. I asked for and received a rain check but it stated that the item was likely to not be restocked. So, we decided to look to see if the sale was at the online store as well. When I found out it was, I searched retailmenot.com for a coupon code and found a code for $5 off $50 purchase. It didn't make shipping free, but reduced it from $10.48 to $5.48 and saves me the hassle of trying to hunt it down all over town and having to drive who knows how far to locate the item.