I've never sold many expensive items but I know exactly where you are coming from. International sales can be the pits if you strike a person who knows the system and has a mind to recoup some of their money. It leaves a bitter taste in your mouth when you know you have been done.

It can happen with domestic sales too, but given the shipping costs you stand to lose on international sales, you are probably just as well off to do as you say-close down international sales.