There's Anime at Abbotsford. They might have what you're looking for if you're looking for something a little more popular. Check out their website and email them first, though. You save on shipping costs and plane tickets if they have what you're looking for. Also, the owner is really nice and typically gives you the stuff a few dollars cheaper than the sticker price. At least, he has for me.
http://www.anime-oz.com/Aside from that... Going to Japan is the easiest, just research the manufacturer or go to Animate in Akihabara. As for buying online,
http://www.1999.co.jp/eng/ is probably the best for figures, though you do have to pay a bit more for shipping, naturally. Sometimes you can find figures on Ebay, but I wouldn't recommend it unless what you're looking for is really old and out of circulation.