www.play.com - this is generally the best site I have found for anime...or if you're american...

www.playusa.com - i haven't ordered from them but they're the same company

I buy pretty much all my DVDs and most of my games from play, they're usually the cheapest places to buy something from...

If you have a specific thing in mind you might want to try www.kelkoo.com - just search the product into that and it'll scan through its database of online stores and will give you a list of stores and what they charge for that particular item...pretty cool...but usually play is best in the kelkoo list anyway