A good place to start would be to buy one of the camcorder magazines available in newsagents (Camcorder User or Camcorder ). Both will have reviews of a range of camcorders and adverts from mail order dealers who are normally cheaper than High Street dealers.
I don't think that buying a camcorder in the USA has many advantages. First, you must make sure that you buy a camcorder which is compatible with the UK tv system (PAL) as the system used in the USA (NTSC) is largely incompatible. This means that you will be buying a camcorder which is specifically aimed at the 'tourist' market, and as a result will not be very cheap. My brother-in-law bought a JVC P3 in Orlando last year, and although it is a fine camera I don't think he got a great price for it (I saw it advertised £80 cheaper in Jessops shortly after we returned). If you do buy in the USA make sure to find out what the warranty situation is before you spend $$$s.
The new Sony IP range are incredibly small, and therefore very easy to carry around and use unobtrusively. The disadvantages are slightly inferior piture quality compared to similarly priced miniDV camcorders and currently the price of the MicroDV tapes for the IP range are about 3 times more expensive than miniDV. Unless you are committed to going for the smallest possible camera, I would avoid the IP range for the time being. The Sony PC9 is a fine camera (I have the PC100), and the JCV P3 is also very good (and is currently the smallest miniDV camcorder available). Either of these would be ideal. I have many hours of footage from holidays in WDW and elsewhere, and get a great deal of pleasure from watching in the dark winter months!
Regards
Rob