I have used ANSGear when I simply couldn't get a TM7 solenoid in the UK for love nor money a while back. It even worked out cheaper than getting it from a UK supplier. However, you have to bear in mind:
1) You get no protection with DSR (Distance Selling Regulations) if you buy abroad, you rely on the faith put in the seller
2) Any problems, it's expensive to post back
3) You may incur customs charges, vat charges and RM handling fees.
The attractive price quickly diminishes when you take these things into consideration.
Frankly, I buy from all around the world, I don't see why not. I also sell all around the world. Companies that treat customers right, offer aftersales service, and quickly answer queries and one's that get my business regardless of where they are based.
If you are thinking about buying a gun or gas tank, then buy it in the UK.
EDIT: Something I do think would help, would be for the UK shops to get their websites sorted out. They are pretty poor compared to their American counterparts websites.