I prefer YesAsia.
I never buy just one CD, so free shipping is always available for me. In general the prices are a bit higher, but it's just about 3€ difference we're talking about. There are few cases where YesAsia is much more expensive than CDJapan though, just compare.
YesAsia has a much bigger offer. And if you don't care that much waiting a bit longer for your order to arrive, YesAsia is absolutely fine. I never get anything lost or broken.
I use CDJapan only for rare items or when I order just one item. The points system is great, but it really only pays off when you order a lot.
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