I've had shipping from Amazon UK, Amazon JP, Zavvi, Play Asia (Hong Kong), CDJapan, and probably a few other places in my lifetime, and all of them have been cheaper than AL's (granted, they're bigger, but still)- with the the exceptions of model trains (yes, I have a small OO gauge UK model trains, as British engines are way cooler than what we have here), and Buyee (for Yahoo Auctions purchases- because they fee you up the @$$), they all came from various places in the world and shipped for less. Or, a similar price, but with more ordered to compensate.
Now, I'm not expecting free shipping- that's absurd. But, if it were £5 or less, I'd be down for it. (Yes, VAT is a b**ch, but that's a whole other thing)