Is it okay to buy your wedding dress & bridesmaid's dresses from different stores?

The dress that I really like is from David's Bridal and perfect for a beach wedding. The only problem is that they don't have any shorter dresses that I (or my bridesmaids) really like in a lighter blue. Alfred Angelo has really cute shorter dresses in all different shades of blue. Is it okay to buy my dress from David's and the bridesmaid's dresses elsewhere? I don't have to match any colors since there will be no white on the bridesmaid's dresses or blue on mine.