Where to Buy
Far from a complete list of online shops selling The Legend of Zelda merchandise, these are just the sites that I would recommend looking. Know of a place that's not here? Let me know.
Amazon.com: You can find a little bit of everything here, from video games for all systems to rare collectibles straight from Japan. A bonus feature is that many of the prices are very reasonable; if you don't like Amazon's list price, odds are users are selling the same item for much, much cheaper. They ship all over the U.S. (individual sellers have their own policies covering international shipping). Some items sell for just pennies, others may require a lot more money, but you'll likely find what you're looking for at a great price. I use this site constantly!
GameStop: Again, great prices. The bad thing? If you actually go to the store, there's no guarantee that the particular Zelda or other game title will be in stock, and the feature on the web site that allows you to check a local store's inventory doesn't work well. However, they have a great selection availble online for you to buy from anywhere in the U.S. (you'll have to check their policy concerning international shipping). Or pick it up at the store! Also, they sell some cool Zelda swag, like hats and wallets. Either way, I love this store.
Spencer's: This place has a great selection of fashionable Zelda products; obviously not a place for video games. Regardless, the merchandise is great. Looking for a Triforce belt buckle or t-shirt? Go here.
Hot Topic: Pretty much exactly like Spencer's Zelda merchandise; some items may vary between stores, and I'm sure the prices do as well. Shirts, wallets, blet buckles, plushies.
Songbird Ocarinas: Gorgeous ocarinas, including the infamous Zelda-themed models, all made by hand. They even come with their own beginner song books packed with Zelda songs straight from the games (you can also purchase the books seperately). Worth the money.