A doujinshi is a Japanese comic book (or manga) created by fans of a show, and not professional artists. They are published professionally, and often are stories that continue past what the series had, or takes an entirely different directions. All doujinshi are in Japanese, but if you're lucky you can find a few rare translations on-line. Doujinshi are valued more for their artwork then their read-able value, though most of the time you can figure out the story by looking at the pictures.
Anime: The term for Japanese Animation. Unlike American "cartoons", Anime is more detailed and is created for all ages, from the children's Hello Kitty, to the sci-fi Gundam series, to the hentai anime La Blue Girl for older audiences.
Manga: Japanese comic books, made by professional artists usually an anime is created first in manga format, and then made into an anime, like Sailor Moon and Trigun.
Circle: A Circle is the artists & writers who created the doujinshi.
Cosplay: A term given for an anime fan who dresses up as their favorite anime character, often acting like the character they are dressed as.
Neko: No, it doesn't mean "naked". Neko is Japanese for cat, so a Neko in a doujinshi is usually a human with the ears and tail of a cat that expresses feline behavior.
Kawaii: Cute or adorable.
Baka: Idiot, Stupid, Moron, take your pick. ^_^
Shonen-ai: "Boy love", non-sexual male/male relationship, consisting of hugging and kissing mostly.
Yaoi: Sexual male/male relationship. Often shows graphic sex and nudity.
Yuri: A sexual female/female relationship. A non-sexual female/female relationship is refered to as shoujo-ai.
Hentai: Sexual and pornographic male/female relationships.
Shota/Loli/Lolicon: Sexual books where one or more of the main characters in the books are children or appear child-like in nature. Shota refers to males, and Loli/Lolicon to females. Currently these types of anime/manga/doujinshi are illegal to own in the United States.
Arigato: Thank you.
Gomen Nasai: I'm very sorry.
Ai Shiteru: I love you.
Happy Otaku Site
This guy is from Tokyo. He used to have a MASSIVE amount of doujinshi for sale (though most were out of stock, I used his site for reference a lot), but he recently re-did his site and he now has about the average amount in stock. But it's still a good place to find some really nice doujinshi.
JPQueen Another direct-from-Japan seller, her prices like Toshi's are a little high, but she stocks some of the more rare titles, as well as sell other anime mercandise. This is where I have been buying most of my doujinshi from lately.
Ebay.com You can always find a doujinshi somewhere up for bid on E-bay, but you might pay the highest price here because you are bidding against others.
Ultimate Anime Doujinshi Shop
I've never mail-ordered through them online, and their website doujinshi selection isn't very large. However, I've bought direct from them at several conventions, and the supply they bring to them at cons is very extensive and I usually walk away with quite a lot of good books. They usually have good prices on their books.
"That Guy" Well.. I wish I could remember the name of the company, and if they have a website, but currently I can't. But if you've been to any number of conventions that sell doujinshi, you have probably met "That Guy". (I've seen him in Atlanta GA, and 3 NYC-area cons) He sits at a table with 5-6 boxes of doujinshi. The table usually has a rainbow flag with "Yaoi!" on it, and "That Guy" usually has a Yoai-paddle and is yelling "Yaoi! Get your yaoi here!", singing little yaoi-themed songs, and pretty much making himself look rather silly. He seems to know his stuff though, and was able to make some good reccomendations, however I have to say that compared to other convention doujinshi sellers, his prices are usually higher.
The following places I have never ordered from myself, so I cannot let you know if service is good or not. If you've ordered from here and would like to send me a comment on service, please do so! ^_^
Twinbells Doujinshi Has a nice selection and good prices.
Yahoo Japan Auctions Buying here is VERY tricky. First you have to figure out how to search for a doujinshi, and the series you want. And if you don't live in Japan, you can not bid on items. However there are sites out there that can act as bidding agencies for you. I don't know any off-hand, but if you search you can find one.
Pucciland An Italian doujinshi shop which does sell to the United States. Has a nice overall selection.
I am always looking for new reliable places for doujinshi. If you know of one I don't have here, or you've had good business with a site I have listed but never done business with myself, drop me a line!