Please feel free to add to the list!

I typically get a Korean to order stuff for me, but I search one of these sites first.

ABC Mart - http://abcmart.co.kr

Auction - http://www.auction.co.kr

Danawa - http://www.danawa.com

Gmarket - http://english.gmarket.co.kr

Hmall - http://www.hyundaihmall.com

Interpark - http://www.interpark.com

Lotte imall - http://www.lotteimall.com

11th Street - http://www.11st.co.kr