FWIW, I buy a lot of stuff overseas, including books and videos from Amazon.
The sometimes higher shipping costs can be counterbalanced by the much cheaper cost of the items.
I bought a single movie DVD in Sydney yesterday $36, and a paperback book $24.99. I haven't looked, but I wouldn't be surprised if I could buy both for $30 combined from Amazon US.
Fair enough. I prefer to buy from local shops where possible and practical. I don't want them to go away. Sometimes they do themselves out of a sale - I bought my Beatles box set from Amazon, NZ$225 (US$186) including shipping. The cheapest I saw locally was NZ$350, and JB HiFi were asking NZ$380.