It depends on the quantity of goods you want to import and if you are company or individual importer,
if you are a company and want to import in large amount, you need to through your custom, and pay for import tax.
if you are a company or individual want import in small amount, you can import through international express, it do not need pay for tax but express fee.
if you are a individual but want to import in large amount, I think the only way is third party, unless you have chanel that can avoid custom, but that is illegal.
I am a local chinese buy agent, i can do purchase for foreigners with chinese items to help their small business or daily life use,things could be from taobao.com and other china online shopping sites or china wholesale market or directly from factories.www.taobao.com is the biggest C2C online shopping site in aisa,it is just like another ebay,you can find cheap brand cloths,shoes,bags there,some are the order rest from china OEM factory,and some are 1:1 highly alike replica. If you are interest in this area,can add my msn messager:firstname.lastname@example.org or email@example.com for further chatting.
Hope it helps!