A bit of comparison for aihre and anyone else who wants it (and a reference for me). I'll be referring to amazon.com because that's where I've done most of my online spending so far, other than on ebay, and the latter is very subjective.
I don't buy that many things online. Mostly, my online spending is relegated to items I cannot find in shops on the street (whether here or in Singapore), although that is going to change the next time I decide on an artbook spending spree. And since Australia isn't quite big enough to have an 'all-in-one' online store like amazon.com (we have reason to complain...a grand total of eight other countries have their own online amazons, including Canada which has 1.5 times Australia's population), shopping online isn't as feasible for us as it is for people in those 'lucky' countries, even though it's often those pesky Americans who keep spazzing about piracy and licensed goods and what not. They can also keep their American accents, thank you very much, but that's another story.
General notes on amazon.com
If one lives in the USA, this extensive online retailer is the best way to buy anything new. Besides offering pretty large discounts for a huge number of items, prices have to be sales tax free because of the American tax system. I learnt about this when I was there back in 2004, but I don't think it's changed much. Basically, each American state levels its own sales taxes, and some states (e.g. Alaska, Montana, Oregon...) have no state sales taxes. As Amazon is an online retailer selling to customers in all US states, those states with taxes cannot charge it for sales tax which the store would have passed on to the customer (unless the customer shops in an physical Amazon store, of which I heard there are a few). And as a bonus, if one is a US resident, standard shipping is free for most items if one spends at least USD25. Hence, Americans often find it cheaper to buy just about everything online.
American states aren't completely tax free of course, the states without sales tax presumably target other points of revenue more heavily, such as income. I'm not sure if the federal government levels sales tax - probably for certain items such as alcohol and cigarettes, and maybe for imports too, although a conversation with GI a few years back suggested to me that there are concessions of some sort for items from certain international trading partners. (Vega, there's someone else you could ask.) Here's a bit more about taxes in the old U.S. of A, brought to you courtesy of yahoo.
And if it's not new...?
Second-hand items may be a bit more expensive at amazon.com because, if I'm not mistaken, you're often buying them through 3rd-party stores and cannot combine shipping. But that would be the same with any other site you try, such as ebay, so good luck there. Ebay is good for that as feedback is such a heavy part of the community, although one still has to be extremely careful when buying something really expensive.
Online shopping for us poor Aussies
I have never used the online shopping services of any Australian store, as you have to pay a delivery fee and I really like walking through the market to pick up the majority of my weekly groceries. It'd probably be for those people who are too busy, or maybe for those who'd like to return to the 'good old days' where women didn't have to do their own shopping - milkmen etc would go around to people's homes - except that now it's the big impersonal supermarkets who are trying it, and it just doesn't work the same way. Shopping for books, cds and dvds features the same delivery fee problem - if it's a generic item and you live in a city with a store that would stock it, then it's simpler and probably cheaper to just walk into the store and pick the item up off the shelf. (Here's a look at the rates that JB Hifi charges, along with other FAQs about ordering online.)
Shipping rates For Amazon's Standard International shipping, which takes 12-20 days, the following prices apply (all prices in USD):
CDs, DVDs etc - $3.99 per shipment, + $2.49 per item
Books - $6.99 per shipment, + $4.99 per item, with an additional charge of $1.99 per item if listed availability is more than 3 weeks.
(The full list of shipping rates for Australia can be found here). I can only imagine that other US stores will have similar or even worse rates, simply because Amazon is the biggest online retailer out there. As one can see, because of the shipment charge, the more items you buy at once, the better the rate is.
Problems with books If one takes a look at a large number of books available in, eg. Borders, one would note that many of them have prices listed on them eg. for the UK or Canada. It's pretty easy to do a conversion to see how much of a bad (or good) deal one is getting. For example, my The Art of The Return of the King cost less in Singapore (SGD63 before 10% discount) than in the UK (GBP25), although the list price at amazon.com (USD35) converts with an advantage. At Amazon, however, the current price is just USD22.05, making it marginally cheaper if I were to have bought just this one item. The Japanese site's 'addional fee/item' is better (probably because of the multitudes of cheap books) but if I'd purchased all three The Art of... books from the US one, it would probably have been worth it. Better than the Australian price of $75 each anyway. With books, it's mostly a question of how much in demand an item is and whether there's a set retail price in Australia. Many retailers will often undercut that (eg. for the Harry Potter novels) so popular books will always be cheaper if one buys them in store (especially if you know someone who works at Borders).
Where it gets tricky is when one is searching for rare items such as imports or even out-of-print CDs or books (are any DVDs not being produced anymore?). Here's the crux of living in Australia: to make an example of music retail here - I can't remember where I read it, but this is a country where it takes no more than a few hundred sales to make it to either a top-10 per week or top-100 per year position on the music charts. If chart items actually have so few sales, what with the few hundred retailers out there, you can hardly expect some of the smaller stores to stock all the artists (unless that is the point of the store). Stuff that's rare or for a select audience probably has to be ordered in from overseas retailers, and the Australian retailer would then charge the cost of shipping and handling to the customer before adding their own profit into the equation. Case in point - magazines. If I wanted the Film Review special back in December, it would have been cheaper for me to buy it from the UK though its online site - even with the later and thus cheaper shipment, it converts to about about the same price, (item + shipping costs = ~ GBP11, which amounts to approximately AUD27 at today's exchange rate. I bought it for $26.50).
In summary, unless it's produced by an Australian company (eg. Madman for anime DVDs) or is imported in large numbers by a single nationwide retailer (eg. the special edition LOTR cds by JB Hifi), then don't bother asking for a special order. Get a credit card and order it online yourself. The same should apply for books (although the shipping charges are, unfortunately, always higher than CDs and DVDs).
And now, it's time for me to finally make use of those two bricks I brought home this weekend.