I wouldn't worry about customs much, just post the flattened box, manuals, receipt etc to someone you know back home and take an old lens and carry case to bring it back in so it's not too obvious.
Warranty is the reason I wouldn't do it, I think only lenses have an international warranty (some of them). As chasn suggested I'd be looking for a reputable grey market dealer, something half-way between the price and support. That's what I do in Australia, never had a problem myself but a friend that had a warranty problem got his camera back from the same place and repaired fine in a little over a week, and that was a non-pro that wouldn't have been eligible for any CPS loaners etc anyway.