MathsIsFun is right. Everyone has a different writing style, so if you hand in someone else's work then anyone you knows you will easily be able to tell that it is not yours.
For example, if the rest of my post went something like "OMG you cant chet cuz thats chetin LOLROFFL1", then you would know that I had, for some reason or another, told a 12-year-old to type the rest of it out for me.
If you ordered an essay from some website then it would probably be completely devoid of personality and so the professor would notice and fail you. The only way it would work is if you ordered every single essay that you ever do from the same website. But then there really wouldn't be any point in taking the course at all because you wouldn't learn anything.
If you do the essay yourself then you can have the great sense of achievement that you always feel after slaving away in front of the computer for 5 hours and you can reward yourself with your favourite biscuit and you would keep the money that you would have otherwise wasted on getting someone else to do it for you. Plus you lose the chance of expulsion, which is a nice bonus.
If you can't do it because you don't understand, then the internet is a great resource for learning and stuff or you could ask your professor for help. If it's a maths essay you're doing, try asking here. If you can't do it because you've left it to the last minute, then the best way to go is really just to stay up all night with a constant supply of coffee at your disposal. You won't get as good a mark as you would have got if you'd done it properly, but that's really your own fault and it's still better than handing in nothing.
Wow. Reading that back, hardly any of it was helpful. Oh well.
Summary: Do it yourself because plagiarism won't work. As well as it being morally wrong, obviously.