After that disappointing news years a go, about my favourite shop Lik-Sang going down because of some PSP-related legal dispute (yes, one handheld brought an entire shop down to close), I'm thankful shops like CDJapan are still around.
They don't supply what Lik-Sang had in variety (from chocolates to noodles and multimedia), but they're well on the way now that they are supplying video games!
I bought some music CDs from CDJapan for back when I used to "DJ" (as if, I've never scratched, only faded volume and pressed pause/play constantly).
And nothing's ever been lost in the post. Or taken more than two weeks to arrive.
They also have a reward/points/loyalty thingy. And their prices change constantly, often getting lower.
If you ever need the latest Japanese music CDs, DVDs and now, vidja games, I'd recommend shopping there.