I don't like HLJ's combining order system because you can't add more items to the pile that you ordered, unless they just all happen to come out or restock at the same time. So if you want to add more items to your currently existeing pile, you'd have to cancel it and then add them ALL over again ...... =_+ ....... which you might risk losing the items to others or being discontinued.
Only good thing is that there's an inventory system where you can check all the items you have in a cart format, and change them as you wish. AmiAmi doesn't have this I think, but they're good as in they can combine orders for you on top of other pre-existing orders / invoices. And like what Shuki said, AA gives more discount than HLJ. However when HLJ does their REAL sale that's like 50%-70% on certain items, its waaaaay cheaper than AA, but those are usually the leftover items that they're trying to get rid of =S (though I have found desirable items once in a while)
Hobby Search..... my friend posted up some article on her facebook about their system being hacked b4 and ppl's credit card numbers being stolen....but I think that's being taken care of now since no one's been talking about it since oct / nov ish. I"ve never ordered from them before so I don't really know how they work, but other ppl seem be ok with them :S