I’m a little out of touch on this…I usually use the “used” section of Amazon but thought some of you fine folks might hold some secret gems…
You might try these URIs for hard-to-find items, especially independent releases that US distributors or big-name record stores don’t stock:
Claddagh Music Online:
http://www.claddaghrecords.com/www/default.asp
Custy’s Traditional Music Shop:
http://www.custysmusic.com/mall/CustysTraditionalMusicShop/topic/topicmenu-1.stm
NPU “mail order” online shop
http://www.pipers.ie/shop/index.lasso
Actually I usually shop Claddagh in person, so I can’t say much about their online service one way or another.
Bill
It also depends on where you are located. In addition to BillH’s excellent suggestions, there is also:
CD-Baby - some musicians are issuing their CDs from here: http://www.cdbaby.com
Clare Music - some regional stuff: http://www.claremusic.tripod.com/
Cranford Publications - lots of Cape Breton stuff here: http://www.cranfordpub.com
Cló Iar-Chonnachta - THE site for sean-nós CDs, plus music: http://www.cic.ie
FolkTrax - Peter Kennedy’s collection of folk music recordings: http://folktrax.pwp.blueyonder.co.uk
Gael Linn: http://www.gael-linn.ie
Green Linnet Records: http://www.greenlinnet.com
Shanachie Records: http://www.shanachie.com
Tara Records: http://www.taramusic.com
Ossian USA - my good buddies and great help in sourcing things: http://www.ossianusa.com
Living Tradition - OssianUSA’s Irish counterpart: http://www.ossian.ie
There are lots of others, but these are my main sources.
djm
Don’t overlook e-bay. Generally used cds are fine and about 1/2 price.
There’s fella with a lot of CD’s I imagine.. 
You might want to check out past threads about Green Linnet before buying from them. Here’s one:
http://chiffboard.mati.ca/viewtopic.php?t=12515&highlight=green+linnet
They have an apparent history of cheating their artists out of royalties.
Susan
I have more than a few friends that have been dealt bad cards by Green Linnet. Thanks for the reminder Susan. 