I have also bought from a German label called Blue Rose Records www.bluerose-records.com which is a great source of Americana. They have some pretty obscure bands like the Del-lords, Danny and Dusty (Steve Wynn from the Dream Syndicate and Dan Stuart from Green on Red), and other countrified jangle rock and roll type hybrid bands.
Over seas music vendors
In the past I have purchased cd's from Amazon.UK and HMV.AU that weren't available in the U.S. Yesterday I was looking at a new Cracker live release that isn't available here yet on amazon.UK. With the current strength of the dollar, the purchase price was quite reasonable. Any suggestions for other U.K. based sites, or other parts of the world for that matter, to purchase music and take advantage of the currency arbitrage?