Can anyone help me? I'm looking for some old GURPS games (and quite often I want to buy this or that out-of-print game), so I need some RPG shops that sell online. Best are shops in Europe; others are a little worse. I already know that eBay can help me 75% of the time. (I hope this isn't off-topic.)
If you are looking for content, rather than specifically for dead tree, most of the OOP GURPS books are available in PDF from Warehouse 23.
The ones that aren't tend to be the licensed ones (Horseclans, Commonwealth, etc).
Noble Knight Games also tends to have lots of OOP stuff.
Prices tend to run a bit higher than ebay.
Check American Book Exchange, as well:
It's a clearinghouse for used book dealers to share their catalogs for comparison shopping. It will connect you with literally hundreds of bookstores
For general "Random RPG" stuff, try Crazy Egor. While he charges a premium and is in the states, he has a remarkably stupid inventory.
I totally recommend http://www.fanen.com if you understand German. Excellent GURPS section (as well as many other treasure troves): http://www.fanen.com/rollenspiele/s--1_131_-1_-1/katalog/1909816707/gurps-4th-edition.html (and although the title says 4th edition it's much more).
Amazon.com I've found to be quite good. Unfortunately if you're outside the US you don't get their super saver shipping, but usually you're ordering from a storefront anyway. I find the prices on the .com site to be much more reasonable than their regional sites (.ca is the other place I look, and this isn't just because of the exchange rate, as lately it's been close to 1:1).