Sorry to pull this up from the grave, but I had a few stores to mention:
Y! Japan proxy bidder. Cheaper rates than Celga or Rinkya by just a bit, and arguably one of the most professional-looking auction proxy sites out there--you definitely feel like you're buying from a real company and not some basement enterprise. They also have a sort of courier service--if you want something outside of YJ, they'll have a hunt through various online shops (and possibly even some brick-and-morter stores, though I wasn't entirely clear on that) and give you the lowest price. Fees are a bit higher than for their YJ auctions, but it can be an invaluable service if you're looking for rarities or stuff not likely to hit YJ. Done business with them a few times before, always satisfied.
Himeya, store specializing in Japanese PC titles, though they also have a fair selection of console games too, though the prices on those are nothing to scream about. Prices are fair if not a bit spendy; games are usually pretty close to their original retail cost. They're also really good about locating titles they don't carry. I've bought from them several times and have been totally satisfied each time. They're really quick to respond to e-mails, too.
Palet Mail Service, on eBay as palet_th. Carry a good deal of used console titles as well as a growing selection of PC games. They also have a rather large doujin section, so if you're looking for that copy of Perfect Cherry Blossom on the cheap, they're the way to go. Prices are a good bit cheaper than Himeya's, but their selection is also a little smaller. However, they are more than willing to go have a look around for a special request title. Also good with responding to e-mails, although the English is just a little broken. Highly recommended.