JPQueen
Hands-down the best place to buy doujinshi from a retailer in Japan. They recently lowered their shipping prices as well. Watch out for the prices on new or popular doujinshi, but all in all a good site with reasonable prices. Check their "discount" section regularly for some great deals!

Aloha Anime
The prices here tend to run a little high, and the hentai is mixed in with everything else. However, they do have some rarer items in stock. No longer updated often. Not worksafe.

Ultimate Anime
Reliable online shop. They've got an easy to use, simple site design that makes it a breeze to find what you're looking for. Prices are low mid-range, but every book I've ordered from them has been worth it. The message boards used to be home to a great community; now it's just a home for spammers.

Happy Otaku Site
The old Happy Hentai Home; has normal and yaoi books as well. I've never ordered from this store, but I've heard extremely good things. Now accepts online payments.

Meikido English Version
You won't have much luck here without at least a basic understanding of Japanese. Hey, think of it as an adventure! Prices are some of the lowest, but shipping is killer.

Otherstuph's Doujinshi
A personal site exclusively selling Inuyasha doujinshi. Some books are trade-only. (argle)

Twinbells Doujinshi
Shop with pretty good variety of series, but limited selection for each. Overpriced; may be defunct.

Comiket Doujinshi
Large selection, moderately difficult to navigate unless you know exactly what you're looking for. They do have good sales.

Desolate Dreams
A beautiful personal collection site, with a focus on Korean doujinshi. Books from many series are included. You won't regret visiting this site, just bring a hanky to wipe up the drool!

Shopping Mall Japan
I've used Shopping Mall Japan before, they are quite reliable. Their manual bid method really helps with items you might get into a bidding war at the last second with. The only nitpick I have about them is that they won't ship directly to you, they send everything over to a US facility after they recieve it from the seller, so you end up paying for the item to be shipped three times -- seller to them, Japan office to America office, and America office to you. Still, it's not so bad since they use batch shipping to America. I mostly use SMJ for single or 2-3 book auctions nowadays.

Otaku-Ya!
My favorite deputy service; reliable and low-cost. Otaku-ya ships directly to you after they get the items. They don't require a deposit AT ALL (it boggles the mind!), but they do charge a flat rate for shipping from the seller, so it's good to use them for doujinshi lots rather than single books. It's also very nice that their commission fees start at only $1. There is one bitty problem -- there's no way to bid manually, so if someone outbids you at the last second you're out of luck. This service now requires a recommendation from a current customer to use the first time. Don't ask if I don't know you. Highly reccomended.

Oh Potter You Rotter!
Along with doujinshi reviews and sales (good place for Potter books), this site hosts fanart and fanfiction. Awesome!

House of Black
A very well known and nicely designed doujinshi site, also has other fandoms. Hasn't been updated in almost a year (the site owner seems to be more interested in Dollfies now) but well worth a visit! Now on hiatus; not returning?

Addiction: A Harry Potter Doujinshi Website
Harry Potter with a few other fandoms. An excellent resource.

Doujinshi: The Addiction
Yes, this is a different site. Severel fandoms, but mostly Harry Potter and Gundam Wing; has some rarer books.