Are the Taobao agents similar to Noppin? I would guess they are ...
Pokémon collectors can be found buying from Yahoo!Japan using several different agents, as well. I personally use Noppin, but in any case, what they will do is they will "start a box". They'll buy for a month or more, just getting as much stuff as possible, including picking up auctions for other people and then they'll just pay the one shipping cost once they're done buying for a while and have the giant box of awesome shipped to their place then. Noppin opens everything sent to them that was bought by you to check it for safety/condition/etc. and then they begin packing it for you. They'll hold it in their warehouse for a certain amount of time before charging you holding fees. I think it's 30 days.
It'll still be a pretty wild number, but if you're only shipping out once a month, you can save up the cash to do the large shipping cost then and it will end up being cheaper than having a bunch of small boxes shipped to you. Don't know if anyone buys enough for this to be a viable solution, but I thought I'd mention it.