Up until a few months back I was ordering the majority of my metal CDs from BlackMetal.com. I recently tried CenturyMedia.com's mailorder service because of their massive list of titles, and despite being relatively slow compared to blackmetal.com, they delivered exceptional service and selection. Only one of the items I ordered was out of stock. Blackmetal.com typically has a limited selection, but they restock often, and they ship their orders really fast - I've placed dozens of orders with them, and most of the time I get my stuff within 4 to 5 days. Century Media's order took a little less than 3 weeks. But the mother of them all, if you're looking for obscure titles, is GEMM.com - a huge collection of mom-and-pop record stores on the net. You can usually find whatever you're looking for there. I've had quite a few good experiences with stores I've found through GEMM.
