Samwise, that site has some wonderful things on it. I was taken with the Bilbo statue, which is unfortunately now 'retired'. Maybe I will look on e-bay for it.
I've lately found I like the Weta collectibles, but they are considerably more expensive than the action figures - my whole collection of these would probably only buy a handful of Weta items! But I do have
these Bag End bookends which davem bought for me. I'm not sure he likes them, but he knew I'd love them!
In the UK, Toys R Us is actually a good place to get action figures, as they are at half the price they sell for in Forbidden Planet, and if you're lucky you can get the rare ones. They also sell things like puzzles and board games. E-bay of course is the best place to go, not only for the film collectibles but for nice old editions of the books, and all kinds of ephemera. But always make sure to stick to a limit on what you'll pay!