Welcome to the adult world of reckless spending, Geoff.
I normally buy either form lables or artists directly. Many of them are not set up to receive credit card payments, but most accept payments through PayPal. I would highly recommend you setting up a PayPal account (free, but they do fuck the foreginers up on exchange rate).
Of resellers, the ones I use the most are:
Indiejazz - good (and constantly growing) selection, excellent prices, great service.
Erstwhile distro - in addition to Erstwhile releases, carries a lot of EAI music at very good (best, I'd say) prices. Excellent fast service.
Cadence - the main online source for improv music with good prices.
CDBaby - some really good (and obscure) stuff here with $5 sales and very generous sound samples for each disc. Good brousing system. Flawless service.
CD Connection and CD Universe - two "mainstream" on-line stores. Good for US releases mostly. I prefer CD Connection due to better international shipping rates, but CD Universe has a nice promotion on recently-released CDs (Jazzmatazz site has a list of upcoming CDs with direct links to corresponding CD Universe pages).
Jazzos - best source for Italian labels. Good shipping rates. The owner, Marco Valente is very knowledgeable about Italian music and will gladly give you recommendations. Check out his own Auand label.
2001 - small selection, but occasional great deals. Shipping costs might be prohibitive, though.
Finally, the most enigmatic of them all, The Music Resource - has some very good prices for many labels (e.g. Emanem), but has very inaccurate availability database (50% of what you order is likely to turn out to be unavailable) and is extremely sloiw (expect to wait 2-3 months if you place a big order.
There are more: Jazzloft, Forced Exposure, Squidco, Verge, DMG - but I haven't used them too much so can't comment on them.
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thanks for the guide