everyone here will have different opinions. in addition to yesasia and cdjapan, you can go to amazon.co.jp and aslo hmv.
amazon only offers two types of shipping: very cheap, but the wait is up to 4 weeks for delivery (although many people have received their stuff much earlier), or else 3500yen for 3-4day shipping.
hmv's shipping is maybe about 800yen for international, and i got my hmv order in about a week.
i have no experience with yesasia or cdjapan, but i recall a number of people complaining about yesasia in general.