Depends what your buying and how your planning on getting the items back to this country. Pretty much anything can be bought from an American website while your over here but its the import duty and shipping cost that will cost you. Some sites don't even ship to the UK and other sites will only ship certain size items and other sites will charge the earth.
For example, If you buy a CAI over there (in person) for $200 and ship it to yourself you may save £50 over the cost of buying the same thing from an American site and paying shipping. You'll still need to pay import duty/Tax. I recently bought some BBS caps from the states, paid $135 for them, another $45 shipping and then had to pay £16 import duty on top. Soon mounts up.
Here a Import duty/Tax calculator for you to work it all out......
Import Duty Calculator If you can get yourself a couple of Autotech ARB's and stick them in your suitcase, you'll save a packet!!