Proxy Shipping from the States
I can’t find the post right now, but a few years ago, I wrote about how it would be an excellent idea to have a service in the States that shipped goods internationally for you, so that you could order online from US merchants who only shipped domestically (eg, Amazon electrical goods) and they would forward it on to you internationally for a fee. Price Japan sort of does that for Japanese electronics. I just discovered that this site, Shop the States, does precisely that. The service charge is only US$5 per package, in addition to normal shipping costs. They can even repack several orders from different merchants into one box, for a small fee. Australian shipping rates are here. Excellent. There are a lot of electronics that are much cheaper in the States (or get released there months before getting released here) such as Muvo MP3 players, and now we have a way to get at them.
12:02am (GMT +10.00) tomorrow 
customs tax will suck, but otherwise a great idea
Depends on what you order, they have an indicative listing of customs taxes here.
try http://www.myus.com too. They have a very good service for mail/package forwarding.