I bought a headset at Sporty's Pilot Shop in the States and had it delievered by air-mail.
It took a couple of weeks to come through, which was alright, but the bit that really annoyed me was that the packaging was almost completely destroyed upon its arrival. It seemed to be pure luck that the headset itself was undamaged.
Won't be ordering again from there.
One thing to consider with headsets too, is as far as I'm aware, DCs don't come with international warranties. So if you buy it from the states, your warranty is invalid in Australia.