Aside from the dwelt-upon keyboard issues, the only challenge you'll face is selling the computer on from within the UK. I've always listed mine on eBay or elsewhere when I knew I was making a trip, mailed the box to myself in the States, and shipped it on from wherever I landed.
All in all, a good way to beat the UK Apple surcharge. Cheers!
This is the one thing that might make me consider not buying in the US; the effect on TCO.
However, there is one other choice which people have overlooked. If you fly from any of the UK airports with a Dixons inside (also includes Fiumicino in Rome) , you save the VAT on any purchase, and furthermore receive a VAT invoice to claim more back if you run a business. I try to buy my Macs this way whenever I can.
I paid £850 for the new base iMac model saving £150, so the 128MB 11" Macbook Air will cost you the same. The only stipulation is that Dixons must have it in stock on the day you fly our or at any time until you arrive back. It normally cannot be ordered in advance or subsequently, although a glance at the soon to be relaunched website seems to suggest otherwise:
http://www.dixonstaxfree.co.uk/
One other thing: if you fly to an EU destination, Dixons will hold your purchase and you can collect it on your return from a counter in the airport, which saves you lugging it around. If not, then Dixons will offer to deliver to your home address but that costs an extra £5.
You might even qualify if you fly internally within the UK although I have not tried this yet.
Not normally a Dixons fan and have had run ins with them in the past but the staff at Heathrow Terminal 5 was top notch and couldn't be more helpful. All in all, you get a brand new Apple at a refurb/near US price.