For goodies direct from Japan, you can try the UCI Bookstore, which has an amazing collection of J-pop, translated and untranslated manga and anime, calendars and magazines. Be sure to subscribe to the mailing list for updates by e-mail.
J-List sells CD-ROMs, music CDs, dojinshis, and live action movies. Much of this stuff is for adults, though, and you need to be 18 or older to enter the site. (I didn't see anything, I swear!!!)
House of Anime has all kinds of garage kits, t-shirts, dolls, scrolls, and other anime stuff.
You should also visit Mandarake's home page, if your browser is Japanese-capable.