Vote with your pounds.
I bought my 30D along with an extra lens and bunch of extras from B&H in NYC on my trip there. Even after paying import duties and VAT, I came up on top. This was a year ago, and the dollar is even weaker, so you should be fine. You can always contact your customs to ask what kind of duties are put on camera gear to be sure. Warranty is not an issue, as Canon has an international warranty, and B&H offers very affordable extended global warranties on backs and lenses from mackcam.com. Of course if you're a pro and need to have a camera with you 24/7, long turnaround times might be a problem.
You can of course order online from reputable USian dealers. But if you buy enough gear you _will_ pay for the price of a weekend trip just by the savings. And I'd much rather pay KLM, Hilton and NYC taxi drivers than grab my ankles and take it like a champ as my government steals more of my money than they already get from my incom... GRRRRRRR I need to calm down.
And when you do that, let Canon, your local dealer, your elected representative, us and your friends know what you did, so that there's more pressure to bring prices to parity.