I bought a Lyra demo MC cartridge, an Etna, from a German audio dealer in Stuttgart who used DSV AIR & SEA GMBH. The audio dealer (who was knowledgeable on international shipping) was familiar with the customs forms and e-mailed them to me and I sent them back the same way. DSV delivered to the US UPS local office nearby. UPS performed brokerage function and cleared through customs and did ultimate delivery. I could track status through both companies websites.
Package got hung up 1-2 days in Philly clearing customs for some reason and then UPS goofed up and forgot to collect customs duties which were manageable. A few months later, I received a letter from Pennsylvania with a request to pay sales and use tax of 6% (UPS must have filed docs on this with the State. I'm not sure other states are on top of this and I've imported stuff from many other countries (Japan, Thailand, Ireland, Australia, Taiwan, etc.) and never had this happen but it was a big ticket item). Total delivery time less than a week and it could have been sooner.
In general, be prepared for anything. You may or may not save money depending on exchange rates, wire transfer fees, and customs duties, so make sure there's a good margin for error if the item's available in the US. Buying internationally wouldn't be a deterrent for me, but you may have a sleepless night or two if the object is really expensive.
The other Barry