One I check from time to time is mtgfanatic.com. It's actually a magic the gathering website (which is why it took me a while to find it), but they do have a video game section. Their prices are pretty average, but sometimes they have some of the rarer stuff for lower-than-usual prices.
For imports, japangamestock.com is pretty good. Not amazing, but almost always lower than Ebay prices (and if you get the famicom or super famicom games loose if you buy 3 you get a fourth free). I've heard good things about gameofjapan.com, but I've never used them yet.