Yep!! I'm also in Australia so I definitely feel your pain...
I've previously bought most of my skating stuff from the US (including my first pair of stock size skates), and the price *including* shipping always ended up being about half the cost of just buying it in the shops here.
But last month I decided I would finally buy some skating pants. Chloe Noel pants cost $120 in the shops here, so of course I checked the US stores on the net - I found them at Kinzie's Closet for $49 US and thought that would be a sweet deal! Added all the address details, etc, and when the shipping was calculated I nearly fell over!!
JUST the shipping was $79.95!!! A year ago it would've only been around $15 or so, that's more than 5 times the cost, and that is only for one pair of pants, which would be fairly light, small, and soft/non-breakable, etc. Ridiculous!!!! I ended up buying them locally because for once it was actually cheaper (which is usually unheard of!)!
For skating tights, I would recommend looking on eBay - the shipping rates from the sellers there are a lot more reasonable! Did a quick search and it's around $7 average for tights, which is a hell of a lot better than $33 or $44!
Unfortunately I couldn't use this option with my skating pants because I couldn't find the ones I wanted in my size there, most sellers only had childrens sizes.