I get stuff from
http://www.bhphotovideo.com/ in New York.
I just got a Canon 17-55 IS f2.8 lens - it was about $1000 less than the Australian RRP. The lens is SO much better than the 17-85!!!
Ordered on Friday, did 30,000 km and arrived Perth on Sunday..... then took 3 phone calls and 4 emails to UPS and another 5 days to get it the last 30 km. A friend also ordered a camera and 2 lenses the same day, but he got his stuff on the Monday.
Just be aware that if the price is over $1000AUD, you get hit with a customs fee (about $60) plus 10% GST. This is especially so if it comes via a courier - by post it often just comes straight through.