There are lots of places to buy N-Scale model railroad stuff: Â trains, DCC, scenery, etc. Â Foreign model railroad stuff is not that popular in the United States, so if you are in the US, you will most often be buying stuff form overseas. Â However, there are stores in the US that specialize in non-US trains, and sometimes they have good deals or stuff that the foreign outlets no longer have, like discontinued items. Â And there is always eBay.
The following are places I have bought stuff from. Â This is not an all inclusive list.
Japanese
Most of these places do not charge you the Japanese sales tax when shipment is outside of Japan.
Amazon Japan — Typically you only want to buy stuff from Amazon that Amazon Japan is itself the seller of.  Most of their marketplace sellers will not ship outside of Japan, and those that do, usually charge more than an arm and a leg in shipping.  Amazon itself, however, often has very good prices, and relatively cheap shipping costs.  Items are shown with Japanese sales tax included, but once you place an item and then choose a ship-to address outside of Japan, the price will go down by the amount of sales tax that was built-in to the price.  So your checkout price is usually lower than what your cart says before you check out.  And to the US, and many other countries, delivery is very very fast through their “Amazon Global Shipping”, which uses DHL.  I’ve ordered on Friday and had things delivered on Monday.  If you have connections in Japan, or use one of the many transshipment companies that, for a fee, will receive your domestic Japan shipments and forward them to you, you can then buy stuff on Amazon that is only shippable inside of Japan.  This opens up many marketplace sellers, some of whom have discontinued or hard to find items.  But WARNING:  Often you will see greatly exaggerated prices on discontinued items, etc. on Amazon from various marketplace sellers.  Always do your research.
Hobby Search — They sometimes have very good prices.  Their normal prices are not bad.  They offer multiple forms of shipping.  The shipping costs are reasonable, but relatively high.  You can pre-order or reserve stuff when it gets announced by the manufacturer.  Often, this is the only way to get new items before they sell out.  I have ordered many times from them.  However, be careful with reservations / pre-orders.  Once placed, they often have only a short window where you can cancel, and after that window, you cannot cancel the order for pre-ordered items.  They have a very large assortment of stuff they carry and publish lists of newly received items, new items able to be pre-ordered / reserved, and newly received re-stocks (items were out of stock but came in-stock again).  Very useful site.
Model Train Plus — They carry many items, you can pre-order here, and their pricing is OK.  They work hard to please and have good customer service.
German / European Trains
Most of the European train stores have very high flat rate shipping to the US and other countries. Â So you tend to wait and place larger orders at once to make the shipping cost be reasonable compared to the value of the order. Â Also, many of the stores will ship outside the EU with the VAT removed. Â Each website is different on how that works, but usually you can push a button, or create an account with a non-EU address, and the price will show up without VAT. Â (You are responsible for taxes in your own country). Â Some of the stores however only sell with the VAT included, even when shipping outside the EU.
From Europe. Â Usually better prices (depends on exchange rate). Â High shipping costs. Â Usually better selections.
Amazon Germany — They don’t have a lot of train stuff that Amazon itself sells, and while many of their marketplace sellers will ship outside of the EU, the shipping costs are ridiculous. Â However, if you find something that Amazon Germany / Europe sells, they will do it without VAT and with reasonable shipping. Â I ordered once from Amazon Germany — a locomotive from Arnold — and got a good price made better by a 10% off promotion, and their economy shipping was like 3 Euro to the US. Â It took about three weeks but for 3 Euro shipping, I’ll wait.
Modellbahn Lippe — They seem to be set up for doing business outside the EU (in addition to inside the EU).  They come up in all the search results as sponsored links when you search for European type trains.  They have the least expensive flat rate shipping to the US that I have seen, have very good prices, and also have a rebate program where you earn 3% on your order in a “rebate” to be applied to your next order.  I’ve ordered more times from them than I care to admit.  Their customer service is also pretty responsive and they have a good selection of items.  You can get on their mailing list, and they will regularly email you a newsletter, in English, with sales, new items, etc.
Modellbahn Kramm — They have a lot of stuff, and you can push a button to get export prices to locations outside the EU.  Their flat rate shipping is reasonable, but not the cheapest I’ve seen.  Their customer service is usually responsive, but I’ve occasionally had queries that have taken longer to get a response on.  They carry a lot of stuff and I have ordered from them a couple times.  You can sign up to get their newsletter.  It comes to me in German.  I don’t know if they publish in English or not.  Their website is not as advanced as others.  I’ve ordered from them a couple of times and I often check them.
N-Spoor Store — Located in Holland, their store will show prices without VAT once you register with a non-EU address.  Their flat rate shipping is relatively expensive, but they have some good deals on some items.  The proprietor is very nice, speaks English, and tries hard to please, and is very responsive with very good customer service.  I’ve bought from them once.
DM Toys — N Gauge — They have a lot of stuff and only have N Scale stuff on their website.  They offer a regular newsletter of new and sale items.  Their shipping is very inexpensive to non-EU addresses.  However, they only sell with VAT included in the price.  If you have small orders to place, their shipping costs might make it worthwhile to pay their higher price (due to VAT being included).  I’ve ordered from them once (and will probably use them again when there is something they have that I cannot include with an order elsewhere, due to their low shipping costs).
From the US. Â Typically higher prices, but not always. Â Quicker shipping, in most cases. Â Prices in dollars. Â Sometimes you find things the European stores are sold out.
Euro Train Hobby — They don’t carry a lot of N Scale stuff; mostly HO.  They do carry some Fleischmann, LS Models, and some other brands that deal in scenery and stuff.  I’ve used them once (and will use them again) and was very satisfied. The owner was very responsive to email inquiries and to resolving issues.  Recommended, but limited N-Scale.
Euro Rail Hobbies — They show a lot online, but much of their stuff they order as needed.  They do stock some items as well.  I’ve used them a few times.  I believe they are Canada based with a Washington state sales and shipping office.  Reasonable prices and shipping.  Good customer service.
Micro Macro Mundo Hobby Store — They carry mostly Trix, but have other N Scale brands as well.  Very large Trix selection.  Some stuff is very well priced.  Other is ridiculous.  Reasonable shipping.  Quick order turn around.  Used them a couple times and was satisfied.
eBay
I’ve ordered both Japanese and German/European train items from sellers on eBay. Â Especially used German locomotives and train cars, as well as some harder to find, discontinued or not current Japanese products. Â Just do your homework. Â Sometimes eBay has 10% or 15% or 20% off coupons that run for part of a day, or a day or two, or 10% eBay bucks when using their mobile app for a special short term promotion. Â Those coupons or eBay buck rebates often make stuff that is not such a great deal, as reasonable deal. Â I’ve been able to get some nice stuff on eBay at good prices when using such coupons or promotions. Â So watch for them!