No issue with importation, unless it's the more vertical products like the
HL1 lights or their weapon
lights.
I'd look around in specialized light forums to try to get a deal, I got most of my lights over here:
http://www.cpfclassifieds.com/
Finally, why LED? Incan has the better output, though it does depend on your application. If you look around CPF you should find a table that explains what rechargeable configuration you want for your light along with what upgrade bulb to get.
EDIT: I got an M3 light, bunch of rechargeable cells and charger, upgraded bulb for under 250$ scrounging around. I now have a light that costs fuck all to operate and give me 380+ lumens for about half an hour on every pair of cells.