Things on Yahoo Japan look mighty fine, don't they?
I would not recommend Rinkya. From what I'm hearing, not only do they have fees upon fees that pile up, but their customer service leaves a lot to be desired.
I think, when dealing with Yahoo Japan, that there's no way around having to use some sort of third-party service (unless you have a friend who lives there who can help you out). It's just a matter of which one to use. Also, doing your research would help you out here. Don't trust website testimonials. Anyway, there's another site, Celga. I think it's similar to Rinkya but there have generally been more positive reviews.
If you'd rather not deal with sites like that, you could try poking around Ebay. Have a favorite seller from Japan that you usually buy from? Shoot them a message saying you're interested in purchasing something from YJP and that you'd like their assistance. I've done this before and most are more than happy to help out. Again, you can't get around some sort of fee being charged. Most will want to charge PayPal currency exchange fees, commission, and things like that, in addition to the shipping charges to their place, then to your place. Also, might take a lot of planning and communication, as well as making sure you have enough time before the bid runs out, etc. because of time difference. Whatever you do, don't hesitate to ask questions and get all the information you need for peace of mind.