I know it is annoying that things can be cheaper elsewhere, particularly the other side of the pond. I only once ordered abroad long ago, and got stung with import tax etc... In the end the saving was minimal and I didn't think it was worth the prolonged delivery and worry. Now i buy local. I live in India now and buy from Indian shops. When i lived in France I did the same, as when i was in the UK.
I try and buy local if possible. though if i am going to a "cheap" destination, i will save some purchases until then.
I think it is rarely worth the couple of quid saved compared to the worry and actually supporting local shops/economy.
additionally, warranty is always a concern in these situations, so the money you are saving you might loose +more if there is a problem!
Thanks for sharing your story! Just my 2p on buying abroad...