I don't order that much online, most of my dvd buying happens at my weekly visits to Best Buy. When I do though, ebay, half, amazon, or amazon.uk is where I go.
Well, I use www.dddhouse.com for really cheap region three/zero shit. Lots of japanese films there, nearly all for under £5..
I also tend to buy mainstream stuff from either play.com, frontrowdvd.com, or dvdplus.com depending on which is cheapest. That doesn't really help you in Canada tho I'm afraid