Useful Ingredients

Chili peppers

Where to Buy Ingredients

Cardamom
Chili Oil
Chili Powder
You can usually find varying degrees of "hotness". In a bulk spices store, the difference is very visible; hotter powders are much brighter red.
Coconut Milk
A useful, versatile, and flavorful substitute for milk or cream in most (but not all) dishes.
Cracked Black Pepper
In my experience most black pepper tastes like cigarette ash, but a good black pepper spice is unbeatable for flavor. In my experience, online vendors offer far better products than you can find in your grocery. Look for "organic" for the best flavor.
Curry Paste
Thai red and green curry paste make your curry dishes so easy to make. A spoonful of paste, a hot frying pan, a can of coconut milk and your favorite meat & veggies are all you need for a very satisfying dinner. Don't forget the rice.
Dashi
This is a sort of asian fish-flake-salt, comparable to western bullion cubes. Because it's in powdered form, it's easy to use as a spice, and adds great flavor to everything from eggs, to soups, to vegetables.
Japanese Mayonnaise
A distinctly different flavor than european and American varieties. Japanese mayo comes in two major brands; Kewpie (has a little baby logo on the bottle), and Ajinmoto. Kewpie has a somewhat sweeter taste -- Ajinmoto is much more to my personal taste. Note that there are also Korean brands that look similar; I have not tried these.
Star Anise
Wasabi
Japanese horseradish can be easily found in paste and powdered form. Both are very useful. Fresh wasabi would be fun to work with, but I have never seen it outside of Japan.