Buyfag Guide

Big trio:
http://www.hlj.com/top/Fig
www.amiami.jp/shop?set=english
www.1999.co.jp/eng/
Brand new figures, Paypal, EMS/Sal shipping. Amiami is the cheapest.
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ekizo.mandarake.co.jp/shop/en/
Mandarake is good for figures that you can't find in shops from above. Use jap/eng languages both (you can search for jap names on myfigurecollection).
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www.e2046.com/
Chinese shop, garage kits and some exclusive pre-painted figures.
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http://goodsmile-global.ecq.sc/?___store=goodsmileglobal_jp_en - some GSC exclusives from time to time.
www.otacute.com/
www.xl-shop.com/
http://www.archonia.com/mangashop/en/figures-and-merchandise/
plamoya.com
http://www.cdjapan.co.jp/goods/
http://www.biginjap.com/
http://www.hobbyfan.com/
http://store.toylet.net/index.html
http://www.toyslogic.com/
http://www.play-asia.com/paOS-14-71-9k-49-en.html
Just more shops with figures, good chance to find something rare and unsold, sales, etc.
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www.ebay.com/
http://www.yahoo.co.jp/
Buy only from trusted sellers (aim for "from: Japan").
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http://tokyohunter.blogspot.com/
Mini-shop, proxy service from Japan (Yahoo and local shops or auctions).
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myfigurecollection.net/sale/
Big figure database, pictures, reviews, like myanimelist but for figures. /sale/ secondhand - any figures but it's your own risk.