If you're looking for another fairly easy to find R1 Miike film, try "Fudoh". Very different from Audition, but filled with the lunacy/audacity so prevalent in his other films.
From there, you can hit one of the HK retailers and get your hands on "City of Lost Souls" and "Ichi the Killer" in R3, NTSC versions. (the COLS disk is pretty disappointing though, and Ichi should be out in R1 next year... but what the hey, they're only a few bucks each.)