Malice Mizer CDs/merchandise are hard to come by unless you live in Japan, it's a fact. However, all is not lost.

There are online stores that carry items, such as:-
CDJapan- Reputable; the jrock fans usual choice. I use it; it ships worldwide. Lots of Malice Mizer merchandise here.
Jpophouse- I've never ordered from them but lots of Malice Mizer items are here.
YesAisia- These stock ever such a lot- including photobooks!
HMV Japan- Doesn't hold merchandise, but has a couple rare CD hard to come by.
Amazon- Reputable. You may find used items here.
Ebay- BEWARE BOOTLEGS! (fakes) I can't stress this enough. Usually if something is 'buy it now' for $9.99, it's a bootleg. Ask for the item code and check it against CD Japan for verification.
Garagesalejapan- This is a trading and selling journal anyone can sell or buy from. I use it!
Jrock market- as above.