US goods at full price are generally not significantly cheaper than they are in the UK, maybe 25% at the most on certain clothing items, and in fact often more expensive than the UK for technical equipment. Certainly worth a look if you're in the US, but mail order is a different matter. I've bought a little stuff in the past, but financially it's not the bargain it appears at first sight unless you're getting a truly massive discount, because of the add-ons.
REI's shipping charge on $120 for example is $42.
Then you get charged UK customs duty plus handling charge on anything over 36 euros. Depending on the nature of the goods ordered, this could add anything from £15 to £35 on something costing $120. And although many parcels used to slip through the customs net undetected, my post 9/11 experience is that most get charged.
So if you're buying a $120 jacket that normally retails for $240, then you're probably making a worthwhile saving, but not 50%.
The 60%-off Kelty tent priced at $99 I bought from REI-outlet actually ended up costing more than £100 once all the extras were added on. I was still pleased with it because it was cheaper and better than the UK equivalents, but it was a rare bargain and I haven't seen anything else since that I actually want that offered similar savings.
I find European online retailers such as cham3s and telemark-pyrenees a better source than US ones. They have good prices (especially for footwear and skis), much wider ranges than the UK, reasonable shipping costs and no customs charges.
The only buying I've done from the US recently has been on Ebay. For example I got a brand-new Patagonia technical jacket which retails in the UK at £220 for $89. Because it was from a private seller, shipping cost was just the postage charge, $10, and there was no customs charge. If you check Ebay regularly, there are some real bargains to be had.