As a SUL hiker I've got to purchase allmost all of my gear in the US. This was rarely a problem, especially the cottage manufacturers like Mountain Laurel Designs and Gossamer Gear do everything they can to satisfy their international customers. Thanks Ron, Glen and Grant! Ray Jardine does very well, too. BPL is also OK, but their problems with product availability are very annoying. ProLite gear - great. Nunatak - OK, but my first quilt arrived with a puncture due to insufficient packaging and uncareful customs officers in Germany. Backcountry Gear ships internationally, but I wouldn't recommend them.
In my experience, the only problems with ordering in the US from outside the US are caused by
1. the wrong carrier (never choose UPS, go for USPS)
2. customs officers in the country of destination (in July this year they managed to FORGET a parcel from BPL to me in their cellar. I had chosen USPS Global Express Mail, had to wait five weeks instead of two and only got it after several phone calls with Deutsche Post and stupid, barefaced officers!)
Due to the weak USD it's relatively cheap to order in the US at the moment, at least if you live in the € zone. To save customs fees, contact friends or relatives in the US and let them "donate" you some gear... Just tell them to tick "gift" on the customs declaration. It's better to NOT indicate the real price on the form. Well... Yes, it's ILLEGAL! You would flim-flam your home country. It's your own decision if you want to do that or not, but of course I do not recommend you to do so!
If you live in the European Union, you might want to take a look at the following mailorder services:
Winwood Outdoor (UK) offers products from Gossamer Gear and GoLite
racelite.com (Germany) offers lightweight products from various companies, they are gonna offer products from GoLite and Innov-8
globetrotter.de (Germany) will organize most everything for you, except for cottage manufacturer's products, but including GoLite, Smartwool, Western Mountaineering etc. But that will be very expensive...