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Importing is illegal? Talking as someone that's imported tons of japanese eroge (including loli stuff and other 'high risk' items heh) I can safely say that's utter crap :)

If you want a good store for importing stuff, try www.jlist.com, they have a good selection of random goodies and you can email them with requests I think (you'd have to check on that, I've never needed to request from them yet).

Other than them though, really the only 'good' way of importing tends to be via deputy services, which incurs additional charges (their fees/commissions etc.) but means you can order from more or less any online store like amazon.co.jp or the japanese ebay.

http://www.crescent-shop.com/

This is one of the most well-known deputies, I also use http://www.goody-japan.com/ for stuff as well.

edit: a few other places that will ship overseas that you might find useful, especially if you're after paper goods:

http://www.mangaoh.co.jp/
http://www.bk1.jp/
http://benippon.com/