The last 3 years or so, I've put in something like 10 orders to Japan with a couple different consolidation services.
You can't call it cheap, as the fees, postage and import taxes add up, even if the per-item price ends up cheaper than eBay would be.
However, there are just things you simply can't get reliably and affordably outside of Japan, and if there are a good number of items you truly desire, I would say it's well worth the effort.
I would say a decent number of items to make the service worth the cost and hassle is between 10 and 20 items. Fewer than 10 and you are probably not making back the taxes and shipping in savings. Over 20, depending on the size and weight of the items, you start running the risk of excessive postage fees.
I haven't put an order in this year actually, seeing as I actually went to Japan this year. But I am definitely starting to feel the itch, might start scoping out some of the Mega Drive listings again soon...