Bankwest now has a credit card with no international conversion charges for those times you can't use Ozforex.
Freight is the real killer and you can save a lot in that area. Many US aviation suppliers charge a high price for freight to Australia. As an example; I was recently quoted US$250 to return a four cylinder crankshaft to Australia. My price using DHL was $US175. How is it that such a big company pays so much for freight with the volumes they must do? It is often worth asking for the dimensions and weight of the box to check.
I use couriersandfreight.com.au for most of my freight within Australia and international. They are very cost effective and it is just as easy to book a US pickup. Also, register for accounts with DHL/UPS/FedEx etc as once setup your items should go though customs straight away, making deliveries faster. Economy air is rarely slower but it is cheaper.
Expect the shipping bill on your kit to be larger than quoted. Vans puts all the shipments out to a number of providers to quote. My experience has been that they often underquote to get the work.
Ocean freight is the worst. Things such as over length charges are left off and then added later when you can do nothing about it. They then request the Australian agent to charge extra on their behalf when the items arrive in Australia. These funds are then paid to the US agent to offset the cheap rate they gave you up front. This is a common practice with LCL freight the world over, so it isn't limited to Vans.
The current cost for ocean freight is ~US$450 m3. That includes US forwarder fees, insurance, local fees, customs fees, but no local delivery or GST. It can be better to use air as it is not that much more expensive for the smaller kits.