I've boughten from Newegg.com/ca, Amazon.com/ca, never had a problem. Ever.
But Just Brew It is spot on when he says shipping may negate any savings. For me (living in Canada) I can shop Amazon.com and the prices are usually significantly cheaper than Amazon.ca. But to ship it into Canada, the shipping usually wipes out most of that savings (it's still cheaper, but only by a few dollars, not usually worth my time). Fortunately, I have family in the States : )
But when you're shopping, make first a) those on-line stores ship to Malaysia and b) factor the cost of shipping in when comparing against local prices.
Venii, vidii, vicii
Wii came, Wii saw , Wii conquered