I asked this exact question about a month ago in the Car Audio section. From the answers I got, make sure the fm increments are the same as here in aus. I think we go up by .3, so just check to make sure the unit you're getting matches what it is here. You're radio should work then.
As far as returns, do what 2DIE said and see if you can just send it to a pioneer repairer here in aus. See what his returns policy is. With a lot of the units, you're going to be saving a few hundred anyway, so if by any chance you do need to send it back, you'll probably still be saving money. I think it'll be fine simply because the American market is 6x the size of ours so manufacturers and retailers there can buy in much more bulk, thus providing cheaper rates for their customers. That was told by ACA on channel 9 a while back when Jerry Harvey was complaining about people buying from overseas and wanting to introduce a tax on products bought from overseas.