Oh, I'd never buy a guitar through moj.com or the others, exactly because of the reasons you listed. I was thinking more like small items like collectible toys or books. Stuff where even if you get shafted, you're not out a ton. My biggest concern is in the areas of identity theft once you give these guys your info. I'd never heard of them before doing a Google search for Japanese buying services, and their websites aren't exactly devoid of spelling and grammatical errors (ie: Nigerian scam letters). I guess if you pay w/ PayPal, at least they don't have your account info. Just your name and address.
What I REALLY need is a nice, honest pen-pal in Tokyo who doesn't mind helping out the gaijin once in a while.
