I'm mostly interested in buying .x files that include animation. But also 2d animated characters and single frames.

For 3D models, how about turbosquid?

You might struggle with just looking for .x though, you should look into writing or using a 3d model format parser...

Is the 3d model format parser used to convert other formats to .x file format?

Or do you mean I need to buy the full Maya in order to load a maya file and then export an .x file?