mii_chan had a question about FMA-- It just happened I finished writing a rhetorical entry to myself about the whole subject ^^;; and I was writing about my amazement and awe with the series, just more in depth- that's all.
http://www.biwako.ne.jp/~susan908/shitajiki.html is the place to find rare/unusual shitajiki for FMA as it comes in,
http://www.akadot.com/ Retail is the place for the magazines, limited edition specials, manga, calendars, etc.
http://animeten.com is the place to get the 2 boards. The site is in the middle of re-construction after its server crashed.
http://www.animate-usa.com is the US place for the rare clearfile and letter sheet set, and 2 shitajiki- maybe some other things I haven't seen yet. Seems to not be open though ;_;
Ebay is usually the hotspot for doujinshi and cosplaying items. And bootleg episodes if you can't afford the space on your computer and want someone else to do the work for you ^_^;;
AnimeConfetti also has a board for FMA or so. They're like animate-usa, but less extensive and less expensive (Based in Signapore)
If you're REALLY itching for specific things- try your luck asking ebay sellers directly if they can put it up on auction for you. So long as the seller knows there's a potential sale to be made- they'll most likely work with you.