I think it depends on what you are buying. If you are thinking of buying a loose diamond, I would seriously consider going on the Pricescope.com website for information. There is a huge amount of education available on that website and also can link you to vendors in the US. You can at least put into the search engine what you are looking for and price compare what you are looking at in the US vs SXM.
I researched diamonds quite extensively for my purchase and was quite shocked at the difference in quality that is available. Certain certifications are better than others. I would only buy a diamond that is GIA or AGS certified. The rest are pretty much garbage and in all honesty and can be wayyyyyyy off. Just remember that your most important of the 4C's is cut. Look up table and depth numbers that are required for an ideal cut diamond. Bad cut equals no sparkle.
I could go on all night about this but please do your research ahead of time. I ultimately bought my diamond in New York over the internet since the quality and price just could't be found in SXM that I wanted. Yes, before people have a crap fit over buying on the internet, you have 30 days for a full money back guarantee if you are not happy or your appraisal is not what you were hoping for. My appraiser asked me where the hell I got such a great quality diamond. Just do your research ahead of time!