If you're going to buy from an online auction proxy (Buyee connects to Yahoo Auctions: Japan) then try this one.
http://www.fromjapan.co.jp/
I've been really happy with their service, they're fast and have decent prices (you'll pay about 10% extra).
That said though, be very careful using Yahoo Auctions Japan. You can find some awesome stuff, but you have to search the site every day before buying anything to know how things are selling, and how high you want to pay.
1. Know the prices things are going for (so you don't get ripped off)
2. Read the auctions (very important), because a lot of sets are incomplete or have flaws that don't show up on pictures.
3. Things might not be what they seem. I've been pleasantly surprised (once got a set of size 25 snow grade hyuga stones that just needed some cleaning and had a bad picture so no-one else bid) or terribly disappointing. Thankfully, the ladder has not happened to me yet.
4. If you want a real Kaya board, if you see "new" listed anywhere in the translation page, avoid it because the board will most likely be Shin Kaya (Spruce). It doesn't usually show-up clearly in the translation.
5. Compare the prices to Mr. Kuroki's site. If they are close, just buy them from him, you'll get better quality and amazing service.
If you need some stones and don't mind minor flaws (or use), I have six sets that I'll be listing as soon as I clarify the quality on (and clean) two of them. Some used, some not. Otherwise, I'd strongly recommend sticking with those that have a good reputation (Kuroki, Kisedo, ect.)
I love Bogiesan's comment about checking out the local shops. See what they have to offer first, there's nothing bad about supporting the smaller game shops, and often you'll meet some cool people that may want to learn or play with you.
Anyway, good luck with your hunt ^_^