While my experience with yachts that bring their own helicopter is sorely lacking, I believe you clear into the country however a boat does and then you are good to go. The TSA #%^! applies if you are training to add a skill set to your licence. There some regs covering the operation of foreign aircraft in the US. The pilot must have a license from the country of registration and be able the speak English. There are equipment requirements for IFR flight. The main thing I would say is become familiar with the airspace around your port of call. Key West comes to mind as a place where the Class C or D airspace includes the harbor.