Well after all that, I've ordered a Cybook.
I was originally inclined to wait for a Kindlle but in the end I decided that if Amazon want to treat me like a second-class customer because I live outside the US, then I don't feel any great need to wait for them to change their minds. In fact, as a result, I've reduced my (very considerable) purchases of all kinds from Amazon only to those where there's no alternative source.
If only there were a way to buy ebooks in a format that doesn't provide Amazon with income and then reformat them to work with Mobi.
<-- feigned innocence