I've been using NCSX and Playasia for years. Both are great. Prices are a bit higher at NCSX but shipping is cheaper so it's mostly a draw. Plus they're really cool people. I haven't really had any interactions with the Playasia people.
EDIT - Although Phenommsu is right, it isn't like the heyday of the Saturn/Dreamcast/PS2 when there was good/new stuff to import on a monthly if not weekly basis. It sucks that we finally get a couple mainstream consoles with limited or no regional lockout and all of the sudden, there's nothing worth importing. I think the extent of my purchases from both places the past 4 years have been Japanese PSN cards, various controllers, and a few PSP games from Europe or Asia.