Where to buy...

DVDs

Manga

Magazines

Books

CDs

Comments

Amazon.co.jp

I have no personal experience with Amazon Japan but I've only heard good things about it. They've even had so many overseas customers that they've translated their ordering system into English. As with Amazon US the selection is huge.

CD Japan

Another good source for Japanese DVDs and CDs. A large selection, but no personal service and the shipping and handling charge is giant.

Sasuga Books

These guys can get anything but they're a bit expensive and if it's not in stock when you order be prepared to wait a month or more. Another good "last resort". Service is fine, but I've grown tired of waiting and have found better places that ship faster and have better prices.

Right Stuf

Great source for US DVDs. Every so often they run some nice sales where you can save lots of money. Their prices are always good and their selection is huge. If you want to order US DVDs online this is the place I reccomend.

Roberts Anime Corner Store

Another great source for US DVDs. The prices are similar to Right Stuf however you do not get the excelent sales. The main thing that Anime Corner Store has on Right Stuf is the Import DVDs section. Occasionally you can pick up a hidden gem there.

Play Asia

My personal favorite source for Japanese DVDs. A large selection, and I have always received great customer service but the shipping and handling charge is giant. Since AMO went down Play Asia is the best source for import DVDs.

Deep Discount

Their normal prices on DVDs are alright, and since they have free shipping they're a good choice when you only want a single disc. A couple times a year (August? and November) they run a massive sale taking 25% off their normal price if you have one of the coupon codes, resulting in even cheaper discs than Right Stuf or Roberts.