Amazon Japan [ Japanese only ] :: Although the website is in Japanese, there's an English version of their help page. If you preorder early enough, you can get a discount.
CD Japan [ also in Japanese ] :: Find any music audio/video items (sadly, no LPs though), from the obscure to the well-known.
Fujisan.com [ also in English ] :: I haven't ordered from them for a very long time. They're reliable albeit slow. Everything Japanese related you can want and they do special orders on items they don't have.
HMV Japan [ also in Japanese ] :: I've never ordered from them because of the shipping costs, but I've shopped at their retail store. They tend to have discounts for a variety of their products.
JpopHelp.com :: Besides video/audio media they have magazines and books. I haven't had any trouble from them so far. Pay attention to the product number on the items to help you distinguish bootlegs from the real deal (if it's not obvious enough).
Tokyo Recohan :: Used CDs.
Yahoo! Japan Auctions [ Japanese only ] :: Enter Bonnie Pink in the search field and you're displayed with a list of BP stuff being auctioned off. Too bad many of the auctioneers don't ship internationally, but that's where Rinkya comes in.
YesAsia.com [ also in Chinese, Japanese, and Korean ] :: Bargains/sales/deals come up every so often. Order processing is slow though.