I've used
www.hmv.com.au - Very good selection, really good postage prices
www.atlanticdvd.com.au - Again, very good selection, exceptional credit protections in place, decent postage prices
www.ezydvd.com.au - Another one with very good selection, but their postage prices for sets especially tend to be high (usually $25AU per set, where HMV may charge $7.50AU for the same set).
I can happily recommend all three of these sites - I tend to rotate through them depending on who's got the best prices or something that I want (EzyDVD tends to do some pretty cool exclusives and bonuses, for example). I tend to use HMV the most, however, thanks in large part to their cheaper shipping costs (and the fact that they accept Diner's Club, which has my favorite points program :>).