Alternatives!
CDJapan - Fantastic site. Maybe slightly pricey (nothing more than retail though) and customs can suck but otherwise nothing to really fault. Points system is good, service is polite and always friendly. and they even secure odd items as a third-party. Best overall site. Oh, it stocks books, games, music, etc. Packaging is excellent, too.
Amiami - Almost always guaranteed customs but has good stock. May still be awkward to cancel goods from them, not sure. But it's quite a popular import site.
Nippon Yasan - More a reseller than anything. Service is slower than CDJ, they will eventually match eBay/reseller prices. Customer service has been very mixed from reviews. I've been lucky so far (still slow on responding) but they are far from CDJ's level of customer service. I wouldn't recommend even live chatting as the person usually can't help with any account or order specific problems, weirdly. That all said, they will stock limited, web exclusive items but just get in quick before they jack up prices. Other prices are usually cheaper than CDJ too. I use them frequently, even more than CDJ. I guess I live on the edge! Site can sometimes be NSFW (when you log in you're always faced with an ad for their JAV site, which is mega annoying).
Amazon Japan - Never used them but they ship some music, games and books abroad. I assume their service is decent since it's amazon.
Nin-Nin Game - They now charge on order so that's a turn off. Otherwise a similar site, service and response to Nippon Yasan, but better points, if that helps. Can also be NSFW since they don't filter figures... really don't need to see certain new stock of what would probably be illegal in the west.
YesAsia - Used to be alright. Used them for music and games way back but their prices aren't that great anymore.
Others that I've rarely/never used:
Playmoya
Solaris Japan (I used them once only and it was fine)
PlazaJapan - Used once or twice and it was decent. I think they also may adjust pricing since they're basically a reseller. Good for Pokemon goods.
Overall, I super duper adore CDJapan. If only they could dodge customs!