I regularly buy things from other countries basically you just treat it like any other internet purchase, check out the company before ordering to make sure they are not in the habit of ripping people off, in the case of ebay read through the feedback, make sure you use a secure payment method etc...
The only difficulty is the value of items. You are allowed to buy goods up to £18 in value tax free but if they are worth more than that you have to pay Duty (if applicable) and/or VAT & you get stuck with an admin fee of £13.50 on top of that.
For low cost items (under £18) everything goes smoothly but for higher value items it takes longer to sort everything out & you have to factor in all the additional costs.