there is one handheld console I want to buy from Russia, the distributors website has a country selection and i nearly went through with ordering until I remembered I don't actually have any damn money. so I have no idea if they actually would ship internationally or what payment methods they'd accept if they do, none of that stuff is on the website so I guess they email you the details after you place an order.
as for China, i've never found many sites that actually sell plug & play consoles or pirate games directly -
DealExtreme occasionally gets stuff in (usually handheld famiclones) and
Volumerates has a growing selection of cheap multicarts and Famicom/Mega Drive clones, but your best bet if you want to find something interesting is probably ordering from taobao through an agent (unless thats what you were doing already, in which case i apologise for stating the obvious
) although that can get kinda expensive with all the various fees they add on.
i've tried a few different agents,
Yoybuy seems to be the best so far (and their shipping isnt too extortionate if its under 2kg and you go with China Post small packet rate). i bought two plug & play consoles (the Samuri and one other) and a few gameboy games through them and everything worked out fine. i went through about three different sellers for the Samuri before I found one that actually had it, but that always seems to be the way with taobao - sellers always keep listings up even if they don't have any stock.