I've used cdjapan for years without any surprises and also have used yesasia and hmv in the past.

My only beef is what my credit card company charges for the conversion fee from yen to dollar. It does not matter what the actual value of the yen to the dollar is, that is not what they use. I have figured out that they must use a high fixed price no matter what. (My local Japanese store does the same.... 1 yen = $1.60.) So my purchases always end up more than what I am expecting.

As for shipping, my feeling is that you get what you pay for. I personally only use EMS even though it is expensive. I would have lost a sold-out expensive L'arc item in the past after the US Postal Postal Service tore off the shipping label in transit from San Francisco to San Diego. Since it had been sent EMS with full tracking information, they were more committed to finding it. Plus they had an unrelenting woman on the phone who was not going away........