http://www.bricklink.com/ Famous for parts, but also good for finding whole sets. This is your best bet for finding really old stuff. Expect very market prices though but stuff thats not too vintage is reasonably priced. Not all stores may ship internationally though.

Theres a whole bunch of vintage & non-vintage lego specialist stores online if you do a google search. I can't vouch for them since I've never bought from them but their prices are at best retail+markup for newer stuff and at worst, very much inflated for vintage stuff.

If you missed some recentish sets, try general online toy stores like http://www.yogee.com.au/ They'll occasionally have a promotion to ditch old stock with some slight discounts.

Other than that, your only other friend is being vigilant in ebay.