I do not know about Oxford dictionary. For some reason I do not use it very often.
Cambridge Dictionary online includes a Dictionary of Idioms and a Dictionary of Phrasal verbs.
www.dictionary.com has a very nice thesaurus feature
Merriam - Webster (
http://www.m-w.com/) will say a word for you (gives you correct pronunciation)
www.onelook.com - gives you an access to many dictionaries at one stroke, good for looking up rare and difficult words.
and so on....