So far, when purchasing from dealers, I have purchased all my Fenix lights from Fenix-Store/4sevens.
Fenix-Store/4sevens has one significant benefit over other web dealers....they provide a lifetime warranty on any Fenix light purchased from them.
Depending on the light and the exchange rate, the prices can be very close between FS and FT.
As Flic said, keep in mind the order size. Once customs gets involved, all bets are off.
The other thing to consider is how fast you want the light.
My own experience when ordering from US based dealers using first class international shipping is that it takes close to 2 weeks for the item to arrive.
I think that may be more related to customs processing at this regions (eastern Ontario/Quebec) hub, since I can get an item from Hong Kong in 4 or 5 days coming through a different hub.
When ordering from Canadian dealers you can usually get it within a couple of days.