Aren't the customs duties prohibitive, or is that just here in France?
I had a new camera shipped to me via my US remailer, and by the time I paid the customs fees on arrival here, it would have cost the same just to buy it here.
Of course, I realize that certain products are available in some places and not in others, so even if it costs more it could still be worth it to have it shipped in order to get the product you want.