If you're buying something over $100 from Play-asia you can use any of their coupons. They handout a single-use expiring coupon with every purchase, so there's always somebody with a spare code. There's even a huge thread for them: http://www.cheapassgamer.com/forums/showthread.php?t=175417
I've bought 2 xbox 360 NTSC-J consoles from Play-Asia, and at least a couple dozen NTSC-J 360 games. The consoles came Fed-Ex I believe and roughly $70 shipping, and there was definitely customs involved (I think about $70). Unfortunately it's just not cheap to ship, and I'd rather have registered insured mail for a console. The games just come regular post and I rarely if ever get customs charges for those.
I highly recommend Play-Asia though... over 30 successful orders to date. I do buy the occasional import game from Ebay too, there are some sellers I use regularly, but Play-Asia is definitely my staple for imports.
And damn those coupon codes... every order I put a new one on my desk and feel like I have to use it before it expires!