No, I have never bought one but I would be very surprised if they weren't cheaper than the UK. Almost everything in the US is cheaper than the UK.

I bought a TAG Heuer Formula 1 in May this year from http://www.tharooco.com/home.cfm they are in pointe orlando on International Drive. The only offical Tag dealer in the area, important if the watch goes wrong, international warranty etc. The sales man was very polite not at all pushy. Make sure you do a deal, I saved £150 and bought the mark2 model that was not even relised yet in the UK. Well pleased.