I can't say I know of anything except from a few months of rec.photo.digital reading, but apparently there are the following caveats to worry about:

 

-Grey-market goods, i.e. imported cameras with warranties only good if you're willing to come to Japan to claim them.

 

-Upselling-- you order, they call and try and hock you overpriced addons (like extra memory cards you can get cheaper at a comp-centric shop), and if you don't bite they may find excuse to cancel your order.