you can find tons of SY stuff at gemm.com
 

Aside from ebay, this site has the biggest cross section of Sonic Youth goods I've seen online. Lots of rarities. It isn't an auction though. You can buy stuff from different countries (this is where I got my Halloween II 12", from the UK) but you may pay a bit more.
http://www.gemm.com/search/artist/SO.../SONIC--YOUTH/

If there are any other places comparable to this, link it here.

Also there is http://www.musicstack.com , which is very good as well. Their layout is way more user-friendly than gemm, and they also screen their sellers before allowing them to list on their site. Our store lists on both of them.
Just be sure to keep an eye on the seller rating; there are a lot of very good people on both those sites, but there are also those who charge ridiculous prices, have shoddy fill rates, slow shipping, general ripoff tendencies.
These sites are great though, and without them our store would sink.
Great for comparing prices too!

http://www.eil.com

is similar to both as well also good amounts of sy stuff

Thanks for the tip. I'll check it out immediately!