I've purchased from Amazon.jp and CDJapan. IMO: Both are excellent although Amazon seems to be a bit faster. I believe they use FedEx while CDJapan uses the PO.
Make sure the CD you want is actually manufactured in Japan. Both sites sell imported CDs (imported into Japan, frequently from the USA). If you buy one of these, you'll be paying Japanese price plus shipping for a CD you can purchase here. I think CDJapan labels these as imports.
On a related note, the exchange rate sucks right now. 8^(