Hey Kevin- LISTEN man to the logistics shared in response to your post,,,,but DO what your mind & spirit is telling you to do since you'll be the one living with the decision and machine. It very well could be a labor of love that no one will understand except you, if you find the correct deal on a perfect monster AMG, Brabus, Koenig, etc. and have the resources and contacts to pull this off.
As with any big undertaking requiring significant $$$ and energy, its always easier to do your homework thoroughly prior to plunging in and be in the "know"....but it CAN be done, we've all seen grey market MBs for sale here in the US (older ones have the tell tale velour interior).
Only you will be relishing the consequences and/or joys.
Last year, we all saw what appeared to be a real Hammer Coupe mint condition and low miles in bright red for auction on ebay. It was a steal at ~$40k +/-, but I don't think that it sold since there was no smog and had that whole albatross thing hanging on its head....I even recall one forum member discussing picking it up, then purchasing & registering another twin coupe in the US, then parading the Hammer on US soil using the twin's id/ papers/ registration.
good luck and let us know what you make happen