http://www.amazon.co.jp - buying directly from Japan seems to be the most economic way to buy Japanese books at the moment.
http://www1.accsnet.ne.jp/~aml05158/kinokuniya.htm Kinokuniya bookstores seem to be a good place to get Japanese go books (and also a few English go books). The San Francisco store had about 30 go books in Japanese, the many problem books being the most interesting if you can't read Japanese. Prices seemed to be reasonable, 12 to 15 dollars for problem books. I don't know about their other US bookstores ilanpi.
Austin, Texas
Great Hall Games Decent selection of both go books and go equipment, as well as materials for many other games.
Boston, Massachusetts
Games People Play Decent selection of both go books and go equipment, as well as materials for many other games.