Correction: Things online are much cheaper than things at department stores. (no "the") If you are not talking about particular department stores, you should omit the definite article ("the"). Here is an example to help clarify: "In department stores, people like to steal expensive blue jeans." "In the department stores near where I live, people like to steal expensive blue jeans." In the second case, you are talking about some specific stores (the ones near where you live) rather than department stores in general.

yes it is fine - but you could leave out the second 'things' things online are much cheaper than at the department stores. Or - it is much cheaper to buy things online than at the department store