Yeah online is fine. Frozen CPU.com is a good website if you're shopping from the US/Canada!
AIO Loops are basic water cooling which come pre-assembled. Such as the Corsair H100i or the Silverstone TD02-E. These are CPU (or gpu) only coolers and just use the liquid to disperse the heat out of the case.
Unlike this Air coolers keep the warm air in the case but rely on airflow to move the air out of the case. Coolers such as the Noctua NH-D15 achieve this very effectively but often look quite large. These also only cool one component though GPU's by stock generally come with an aircooler with a VERY small amount of gpu's not.
Custom loop coolers
This is where the modding happens. These take time and effort to do but look amazing...