DVD Express are one of many American companies on the web selling DVD disks across the world at low prices. Their service is excellent, and the range is as good as any other DVD dealer. Internet Bookshop also sell UK CDs and videos at reasonable prices. You'll also have access to disks which haven't yet been released in Europe, as well as US versions of UK albums. Another reason for buying disks in the US is that CDs which have only just been released in the UK have been in the charts, and fallen out again in the US, and are now being sold as very reasonable prices.
Service is stunning, and the range is amazing.
What more could you want.