I buy mostly Japanese crafts, often antique, from Yahoo Japan Auctions in the range of approximately $70 to $800. The only way to buy on Yahoo Japan is through a proxy service unless you have a Japanese address.
Buyee has been very good during the past two years of buying via their service. It's wonderful to have access to tens of 1000's of pieces that otherwise I'd have no access to. And often these works are less or even much less than I could get from a brick and mortar dealer.
A drawback is that it is not easy to write to the particular online dealer and ask questions and so it helps to have some knowledge and experience. Buyee forwards the questions but between translation and time often the answers are inadequate. I don't think this could be much improved, it comes with the territory. Customer service is usually quick to reply to concerns.
It's not a perfect proxy service but I don't think one of those exists. Usually, it's easy to use and great stuff can be found. EMS (the Japanese national post/courier) is a great service and so shipping is fast and safe.
There are some inflexible aspects like not being able to withdraw a bid, or that once packages are requested to be consolidated you can't unrequest, etc. Again, this is not unexpected... given that buyee must be handling huge numbers of goods and the shipping warehouses are enormous.
Consolidation can be pricy. They don't take anything out of the packages mailed to them by the seller before consolidating in a bigger box. Not surprisingly this is often costs more money than not consolidating. It works for me when buying books and sending by sea mail... that is certainly less expensive than individually by EMS.
Most of the charges are reasonable. The exchange rate they give is not great but it comes with the territory. Overall, the many advantages outweigh the disadvantages.