I came across this post while checking your journal. I use CDJapan and Yesasia most of the time, but have also tried Sensasian, HMV Japan, and Play-asia.

I haven't had any problems with HMV or Playasia. Sensasian can be cheap, but the dvds are a bit iffy. Sometimes they have good subs, and sometimes totally incomprehensible subs. And you never know beforehand which are the good ones and which aren't.