There is more to buying from Europe than shipping costs and voltage conversions. There is the matter of warranty coverage. Yamaha USA won't honor warranties provided by Yamaha dealers in other countries. Weigh that against the fact that most of these electronic products may not need warranty coverage at all.
Voltage conversion should be relatively simple -- just buy a voltage converter.
You should also consider the currency conversion surcharge imposed by your credit card company for goods purchased outside the United States. These surchages range from 0 to 3% on the amount converted.
Despite all of these, the price break may justify buying abroad. I think you should check out the www.cvpug.com
(Calvinova User group) site (the group is hosted on Yahoo as a Yahoo group -- cvpug) site. There are many discussions about buying abroad (canada, germany, belgium)archived in the group's message boards (searchable) that will generally apply to any digital piano/keyboard.
I think you should also factor in dealer support (you may or may not need it), dealer value add (Yamaha USA apparently throws in some goodies into some of its higher end products that you won't find in equivalents sold abroad), resale (would the buyer balk if they see that they need a voltage converter -- again may not be a big deal if you don't plan to sell it or if you price in those concerns) etc etc.