I can always recommend
www.videodrome.nu for good prices and hunting down rare titles. Nils has been driving his store and mailorder now for over ten years and remains one of the few cult movie specialists still active in sweden. Both ancient pre-cert / x-rental vhs, tons of rare exploitation & sleaze, Alpha Blue stuff, giallo, arthouse, eurocrime, horror, asian etc.
I saw a rather interesting film on the life of Nietzsche by Cavani, simply entitled "Beyond Good & Evil"...
Some recommendations if you are in for twisted italian stuff are works of Elio Petri, Alberto Cavallone & Sergio Bergonzelli... Another highlight is Amore tossico / Toxic Love from Claudio Caligari... like the italian "Ett anständigt liv". Films of Arrabal are essential...
Recently there was some english subbed DVD releases of Tinto Brass more experimental filmwork, L'urlo (The Howl) and Col cuore in gola (Deadly Sweet), which I really recommend...
Swedish DVD front is looking good. Many good releases last year... for example I never thought I'd see any of Thierry Zenos flicks on proper DVD release... Des morts & Svinet... there is some extreme stuff for certain.