I think it's a great idea to link to shops that sell the albums. Also pretty handy if you want to find out if an album is still in print and available.
I currently have such info stored in my wishlist, but of course that's done manually and I have to update the infos from time to time.
So ads which link to VGM shops are totally fine with me. If this does extend to a linkbox for each album, where you can see which affiliate shop does sell the album - even better!
