Since I did a post about JapanFiles and jrock downloads, I figured I'd throw in a post about where to obtain hard copies, if you're the type of person who likes to own CDs instead. Now, if you don't already know, most addictions or passions can be rather costly at times, so the main struggles for Asian music lovers is finding easily obtainable, but affordable CDs and DVDs. Here's a few places I'd like to suggest.
The number one place I purchase my jrock merchandise from. Even though releases are a bit pricey compared to your typical American releases, it helps bring the artist/band go up on the Oricon charts. You also get the benefits of frequent shopper points and you some new release perks as well like mini posters.
Unfortunately, Japanese releases are a little more expensive than CDJapan, but international shipping is free and sometimes they have great deals on certain items throughout the year. Like CDJapan, they also give little freebies with new releases sometimes. On the plus side, YesAsia is a really good site for purchasing Korean music. For jrock (or Japanese music) lovers, this a good secondary spot.
Other places friends and acquaintances have mentioned are HMV, Brand-X, and Closet Child. MaruMusic also offers a few bands on their site like Miyavi, An Cafe, Kanon Wakeshima, and LM.C. I haven't used them myself, but I heard they're good spots to shop for your jrock needs.
otaku.com has mostly anime and video game merchandise like soundtracks, figures and the like, but they offer some jrock CDs as well. I bought a LuLu mini-album from them.
JHouseRock & JPopHouse offer some artist/bands that have visited the U.S. as well as tour merchandise and autographed goodies. JPopHouse has a little bigger selection than JHouseRock, but both sites are worth taking a look at if you're planning on purchasing artist/band merchandise.
CureMediaUSA is trying their hardest to bring affordable jrock music to the U.S. They're trying to expand their selection on their eBay account and their prices are definitely reasonable. They also offer a few tour merchandise like JHouseRock and JPopHouse and definitely put their all into making jrock music more accessible as well as affordable.
Amazon carries some jrock releases and I believe you can pre-order new releases like CDJapan and YesAsia. You can also try you luck finding older releases for possible lower prices, even though most likely it's second hand. eBay works just as good for jrock goods owners do not want and other jrock goodies. Most likely they're second hand, but sometimes you can come across some that haven't been open at all.
If you're fortunate enough to attend a jrock concert, buying CDs and other merchandise would help the artist/band even more. A friend informed me that most of the profits go to the artist/band through lives. Also, anime and jrock conventions are good places to purchase jrock items. Sometimes you may come across some overpriced booths and other times you'll run into something reasonable or at least about the same price as you would spend on an online site like CDJapan and YesAsia minus the shipping.
FYE has a few jmusic CDs and DVDs. If you watched the YouTube video from my online show with my friend, I mentioned that the store should carry some U.S. releases of Dir en grey's Withering to death, THE MARROW OF A BONE, and Agitated Screams of Maggots, D'espairsRay's Mirror and Spiral Staircase #15 Final DVD, and The Underneath's first release Moon Flower. Although, this place gets bashed by Japanese lovers, Hot Topic occasionally carries jrock CDs like Girugamesh's MUSIC and the D'espairsRay releases I mentioned above.
If you live in an area where there's some sort of Asian shopping area, you might be lucky to find some jrock items as well. Or you can try your luck with shopping services where people take group orders that live or visit Japan. Then there's good second hand communities on LiveJournal and possibly other places. Of course, remember to proceed with caution when putting your personal information on the internet. If you buy anything second hand, make sure to check their feedback from previous buyers. Also, don't pay more than you should for preowned items unless their old and/or rare. If you care at all, be sure you're getting something official and not some bootleg from Taiwan or Hong Kong. That goes with autographs as well. If you can, compare official signings with the autographs you're planning to purchase.