Premium shaving supplies are scarce in my neck of the woods too. Congrats if you find a local supplier.

To answer some of your questions...

Go ahead and pick up some Proraso soap. It does seem a bit soft at first, but it lathers extremely easy (compared to harder triple milled soaps) and it's a great performer too. Can't beat it for the price.

Out of the 3 brands you listed, I've only tried TGQ. Personally I think there's better soaps out there, but Colleen has a strong following here so others will certainly disagree with me.

As for customs I've never been charged additionally for supplies, but one time I was for a razor (out of several I've purchased through the States). It seems our customs boys will only ding you when they want to!
Go ahead and order from the US as our dollar reaches parity, lots of deals to be had.....