how come anyone in Europe never thinks of buying oh, a US wii? or is that even possible?
There's several barriers to getting a US Wii in Europe and Australia
1) Power - Europe/Aus run on 220-240V Power, while the US and Japan run on 110V Power. You either need to purchase a European/Aus Wii Power Cord (You can buy these off Nintendo in your country - A jWii or US Wii works with a UK Power cord perfectly) or alternatively buy a Voltage converter from an electronics shop like **** Smith's or Tandy.
2) Availability and Price - A US Wii is actually pretty difficult to get your hands on outside the US. Your only options are import stores (Like Play-Asia) which usually charge a 50 to 100% premium, plus postage (Eg, to get a US Wii can often cost up to $400 USD). The other option is Ebay, however the supreme majority of American ebayers who sell Wiis
refuse to ship outside the USA. The rest that do ship outside the US will bid up to absurd prices (I've seen ~$500 USD). If you're willing to forsake your native language (As I have done) getting a Japanese Wii is actually a lot easier and far less hassle. They go fairly cheap on Ebay, several online stores sell them at a modest price, etc. You still need the right power cables, but if you're comfortable with Japanese (Like I am) it's a good option.
3) Payment for items - Not everyone has a credit card or whatever to use to purchase goods online. Many don't feel comfortable purchasing goods over the internet. I personally don't have a credit card, so I'm restricted to using Paypal on Ebay or coaxing my parents to let me use their debit card to purchase things.
4) Warranty - You get no warranty outside of the region the product was intended for. Of course, if you live in Australia I'd go for it. Nintendo of Australia don't actually have any warranty (They say they do, but as I found out if you actually ring them up to get something repaired, their response is "**** you, you broke it you son of a ******* lying son of a *****, buy another god****ed one", apparently this has happened to other people as well)
So as you can see, you have to be reasonably determined to actually import consoles. But if you're confident you know what you're doing then it's sorta-straightforward and just requires a little patience.