What is the REAL problem with buying Plasma TV (Hitachi or Futsitsu)
in US by Internet and ship back to Australia? (with any shipping cost
and taxes it's still sizeably cheaper)
In particular:
Is it any problem with "international warranties”?
Is it any known problem instead of obvious need to use a power
transformer?
Is it anything what I don't know?

Hi

I have lived in both the US and Australia, so I am very familiar with
the problem.  Simply, the two countries use different systems for TV. 
I do not know the technical terms for the different systems, but they
are not compatible.  However, if you just want to use the plasma TV
for viewing US VHS and DVD movies, then it will work if you buy US VHS
and DVD compatible machines.  I was able to buy a VHS machine that
worked with both Australian and US tapes.

Actually, you probably don't want to use a power transformer. Most
consumer models are relatively low-grade, and may destroy some
electronic equipment. Many plasma displays, however, have auto-ranging
power supplies that can be used with 100-240v, 50-60Hz. In that case,
you would probably only need an IEC power cable for your country, such
as that used with a computer. What model(s) specifically are you
interested in, so we can see if they have this capability?

In a similar vein, most (if not all) plasmas will work with both NTSC
(US, Canada, Japan) as well as PAL (Most of Europe, Australia) video
formats.

While the previous two comments do raise important issues about TVs,
they are usually not a problem with Plasma TVs.

Generally Plasma TVs are a high price item and to make them more
sellable they built to work almost anywhere in the world.

This means the support both NTSC (the American standard) and PAL (the
standard used in Australian), usually also SECAM (the French standard)
as well.  Also they are made to accept any power between 120-240 volts
AC at 50 - 60 Hertz.

For instance the specs for one Fujitsu set
http://www.plasmavision.com/P42HHA10WSspecs.htm
Supported video standards: NTSC, PAL, SECAM, 4.43NTSC, PAL-60, M-PAL,
N-PAL
Power Source: 100 to 240V AC, 50/60Hz

So you won't need a transformer, although you will almost certaintly
need to buy a new power cord.

Also the TV meets the Australian Electromagnetic Compatibility
standards.

When you decide on a particular model I suggest you check the
specifications for that model.

As for the warranty check and double check the warranty with who ever
is selling it.  Fujitsu America have a statement on their website
about Plasma warranties
http://www.plasmavision.com/Plasma3Wty2003.pdf
Important things to note: The warranty only applies to America and
Canada
                          It does not cover sets sold over the
Internet

Of course whoever is selling you the set might have a different
warranty agreement set out.  But I suggest asking for a copy of the
warranty before buy the set.