Anybody from the US here?

I'll just reiterate what Ripley has said. I buy new in box stuff from the various Japanese retailers that cater to the Western market. Hobby Search, Hobby Link Japan, etc. I've also used the Amazon marketplace with *generally* good and less expensive results, although I did have one item go missing in recent weeks.

eBay is a good source, especially for common loose and older stuff. When you need a bunch of blue track, some passenger coaches or a string gondolas, it's usually a great place to look. A number of Japanese and Hong Kong based retailers sell there, although prices range from reasonable to "holy cow, are they smoking meth?"!

Of course, if you're interested in buying things from Yahoo Japan auctions, you can set up an account with a proxy service like Jauce or Rinkya.

I've also had some luck buying stuff at kids' consignment sales. In my part of the US, there are people that hold these sales a few times a year, usually at civic centers or in empty retail spaces. In a similar vein, you can sometimes find stuff at consignment retailers that deal with kids' clothes and toys. Don't expect to find a B20 or General Yoshitsune there but older stuff that was sold in the US, like Thomas or Tomica Hyperrail might be available.