On the down side, sometimes international buyers are a pain. It can take a month for their package to arrive, with the time differences you only hear from them by email once a day, etc.
On the up side, international buyers will sometimes be willing to pay much more for a item then someone in the US because of it's rarity in their country. MANY of my sale are international, Australia has been number 1 so far, though I've sold all over the world.
What you can do about it:
When you list an item you can click 'no international shipping', but they can still bid. On all my items I click that, as well as say IN BIG BOLD LETTERS that international bidders need to contact me before bidding to work out additional shipping charge. Most of the time it works, but some people just don't pay attention. On high price items, I click on the bidders profiles even before the auction has ended, and contact them letting them know they need to wait for an invoice for additional shipping charge - this usually gets their attention.
Hope this helps. If you click on my Toy & Hobby Supply eBay store link below in my signature link, might give you some ideas.