Hi,
  Check out this past thread. It pretty much 
covers anime shopping in Tokyo:
http://www.eu.animanga.com/db/celsbook/cmd=thread&
aid=9908&template=message.html&indice=4081114&var=
tstart=1&var=tnb=30

Basically, if you are after cels and you only 
have limited time then the Broadway Centre in 
Nakano is the place to get go. You can get a 
train there from Shinjuku station. Sorry, can't 
remember the exact line offhand.
A lot of other places are described in the 
thread. Have a great time!