CDJapan - This is my highest recommendation for new releases as well as older ones. Most of the site is in English, they ship internationally, and you can count on them to stock every version of a release. You can preorder upcoming releases through CDJapan, too, and they offer discounts for frequent buyers.
HMV - I've never bought anything from here before, but they're a major Japanese retailer and therefore have most upcoming releases available for pre-order, as well as a lot of old stuff.
Amazon Japan - The site is in Japanese, but they stock some stuff that CDJapan doesn't, and they ship internationally.
Amazon.com - The Amazon.com marketplace sometimes has people selling old albums and singles, but not necessarily at lower prices than CDJapan, so check both.
Tumblr - Occasionally people will make selling posts in the メリー tag on Tumblr.
merry_fans - LiveJournal community for MERRY. Great resource.
@mry_english - English translations of MERRY members' tweets. (Last update: 2011)
YUBISUI Illustration Office - This is the website of Daruma Gahaku, a close friend of MERRY's who has done illustration work for many J-rock artists. You can see his work for MERRY and other artists in the "Music" section. The oldest stuff is all MERRY.