Unless this is like a store specifically for the military, or you have some other assurance that prices are the same as US prices, you should *definitely* import. Mario Kart DS, which is either $30 or $40 in any US store, was the equivalent of $70 here in Israel. Can't imagine that price gouging like that would be much better elsewhere in the Mid-East.
) is probably the best video game importer. If you buy one game at a time, they don't even charge shipping. Just watch out, because a lot of the things they advertise on the sidebars are *very* tempting, but you have to realize that adding them will also add shipping costs. Never ordered a console through them, but unless you really want the new Lite model, you probably won't have problems getting a DS.
But, like you implied, that might give you more problems than it solves
My advice is ask someone really nicely for an Easter present.
Do you people exchange gifts for Easter?