Amazon is now shipping books to Brazil free of import taxes. I tried it out this fall with a couple of dvds and books and it worked great!
A fellow expat mom just told us about this site called myus.com - she has used it to shop and send things down to Brazil and had a good experience. Most companies do not ship to Brazil, in my experience, and if they do, you end up paying import taxes on your stuff.
Myus.com is also a great site for Canadians who want to shop online at US stores that won't ship to Canada. Basically, you use their address and have your stuff shipped to them, and then myus.com sends it to you. Anywhere within 225 countries. Very good! The fine print is that there is a (minimal) registration fee, a % based personal shopping fee, and then shipping fees, obviously. But hey we have to pay for convenience, right?