I have imported 3 BMW and 1 Lexus from USA in the last year and I can say that it totally makes sense to do that. With the exchange rate and other factors it turns out to be much less expensive.

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2010 BMW X6M (future car)
2006 BMW M6 Indy red/Portland Brown (sold)
2004 BMW X5 4.8is Silver/Black
2002 BMW X5 4.6is Black/Black (sold)
2004 Lexus RX330 Gold/Ivory (sold)
2000 Lexus GS 400 (sold)