I use DVDBoxoffice to import games from the USA/CAD to Australia. I've found them to be the cheapest place to get stuff, the Canadian prices give me a very similar price to Australian dollars, and The cost of getting stuff from them end up being between 20-30AU CHEAPER than buying it in a store.
I've bought a few things from Lik-Sang also. I ended up buying Sonic Heroes a few months before it came out here, 20AU cheaper.
I'd say I like stores which keep the shipping inside the price, ie "Free Shipping". Much easier to note everything.