For amazon.co.jp, I use the Japanese address that tenso.com game me. Tenso is a forwarding service. Japanase stores ship the stuff to “your” Japanese address at the Tenso warehouse, at the normal local (usually cheap) shipping rate; then Tenso ships the stuff to your home address, at hella expensive international shipping rates. You can use any Japanese forwarding service; there are many.
A good forwarding service will allow you to consolidate many packages into a single box, for which the shipping cost is usually cheaper than shipping each package individually. But watch out; if the aggregate box becomes too big or too heavy, then it hits some FedEx/EMS/DHL threshold and becomes super stupid hella expensive.
Eventually, you will probably one day want to pay that hella expensive shipping for a physical item from a Japanese store. So it doesn’t hurt to setup a forwarding service now. A Tenso account is free; I don’t about others.