As many people have noticed, anime has some damn cool music. It can be one of the main focuses of the anime, such as in Macross Plus, or a powerful supporter, like in Kiki's Delivery Service and Ghost in the Shell. And I have yet to run into a person who doesn't like the opening to Evangelion. The wide variety of styles used in different anime guarantee that there is at least one theme or song that an otaku will fall in love with.
Not surprisingly, CDs of the soundtracks and vocals used in anime are some of the most highly sought possessions in the anime world, despite their high price. The average imported anime CD runs around 3,000 yen, or about 30 dollars. The large price is due to the high cost of living in Japan. LDs in Japan typically cost 98 dollars (9800 yen) versus 30-40 dollars in the US. At the same time, the large amount of use CDs get compared to videos or art books make them one of the better values for otaku.
Anime CDs contain several different types of tracks. There is usually a distinction made between instrumental and vocal music. In addition to the themes used in the original anime, there is also the "image" song which can be a variation or re-orchestration of an actual song that was used in the anime or a totally new song that captures the theme or mood of characters and scenes in the anime. Lastly, there are drama tracks which consist of dialogue that fills in holes or presents new material for a series. Any one CD can contain a combination of these three types: original tracks, insert tracks, and drama tracks. While not strictly an anime CD, one can also find vocal collections sung by popular seiyuu like Megumi Hayashibara, Kikuko Inoue, and Chisa Yokoyama.
In general, an "original soundtrack" will consist primarily of music from the series, whether vocal or instrumental. However, any one original soundtrack will not necessarily have the opening/ending theme or background clip you are looking for. For instance, the series Magic Knight Rayearth is notorious for the fact that its first opening theme (a very cool song) is not on any of its soundtracks, though variations do appear. There are a number of web pages on the net that contain ordering information, track listings, and sometimes reviews to help you make sure that the 30 dollars you shell out gets you what you're looking for. These are listed at the end of the article.
So I've skipped lunch for a couple of weeks and now have an extra 30 dollars to blow. Where do I get that rocking opening to Evangelion? There are a number of places where one can order CDs by mail. The big three are Nikaku Animart, Books Nippan, and the UCI Bookstore. Of the three, Nikaku has the largest selection but also the most expensive prices. Books Nippan and UCI have slightly smaller selections but better prices. All three can also order certain CDs from Japan if they don't have them in stock.
Fortunately for the otaku that like to eat two or more meals a day, there have been a number of recent domestic releases of anime CDs by JVC priced about the same as most American CDs (~$17). These include the Macross Plus soundtracks and the You're Under Arrest soundtrack. They can be found in common music stores like Tower Records. Most of the mail order stores also carry them.
Finally, an introduction to anime CDs would not be complete without mentioning the (in)famous Son May Records company of Taiwan. More commonly known by their initials SM, this company sells many popular anime CDs in Taiwan for $5 US. In the US, you can find them for around $15 in Chinatowns. The reason SM CDs are infamous is that they are illegal bootlegs which exist due to loopholes in international copyright laws. In other words, someone trying to do the same thing in the US would have lawyers breathing down their necks faster than they could say "infringement." The morality of purchasing these "economical" CDs is left to the reader.
Soundtrack otaku scale