I buy from Japan via proxy all the time.
I find that I score excellent deals.
MSX Turbo R for roughly 250$, CIBler?  yes.
two MSX 2+'s boxed, for <100 each? f*ckjeauh!
CIBler Duo-R w/ 6+ games for 60$?  damn straight.
Even after shipping, these don't approach US prices.  A turbo r is typically 500+$, loose!
I've also imported tons of games.  
The trick is to plan ahead.   I just got like 15 MSX games recently, all for <=15$.   They will all be shipped together.
So what I do is ge a chunk of cash, say , 100$
then I go "OK!  I want these games, lets go go go!"
then I place bids and leave some wiggle room.
I use celga exclusively .   They've been the friendliest of all the proxies.   Their site is cut/dry.  It's to the point.  It also has a fee button, so before you even bid, you know what you'll really be paying for the items.
So I just toss in the URL, enter a bid amount, press a button and go "oh, ok thats still a nice deal!"