I buy plenty of 'stuff' from overseas. In France everything is more expensive - why? - don't know... iPods are $100 more expensive, slotcars and trains are more expensive, DVD's and CD's are more expensive, books, computers, software... the list goes on.
Import duties are a required tax when importing from overseas. A European country sees an import as taxable so they will charge you tax - via the transporter. The collection of tax is the issue. DHL, UPS and Fedex are well equipped to handle taxes and they will quite often bill you later for the tax. UPS less so, but DHL every time. From the States, if they ship United Stated Postal Service (USPS) then there is no tax added. If the parcel is small enough it will come through without getting checked for tax.
I'm putting my money where my mouth is - I am testing a Lenz USB PC interface and I find that it's not working with my old Arnold system. So I'm buying a new Lenz Control unit and Cab controller (Set 100). I'm getting it at Tony's after looking for a cheaper shop in Europe. I sometimes buy from Lokshop (www.lokshop.de), but Tony's even with transport is still cheaper.