GMS
Did some investigation recently for MadsLad who was intending to buy in the States. The warranty is the biggest issue apparently. Most manufacturers now have an international warranty so the machine can be mended under warranty although it is a pain to get it done - a friend had to get hers mended (bought in LA, bust in Bristol) and it took lots of phone calls and faffing about. Apparently Sony do not have an international warranty.
Other than that all you need is a phone plug adapter and you're off (t'Lad eventually bought an iPod (I think; a Mac anyway) and is very happy with it).