Here's an example for you: Trainz Simulator 2010: Engineers Edition -
USD price: 14.98 (14980 BC)
GBP price: 12.48 (20280 BC)
£12.48 == $20.19
Thus, the US price is cheapest. If you're UK customer, you then use a US VPN, add the game to your cart and check the BC price (14980).
You then go back to your normal UK connection, buy 15000 BC, go back to your US VPN connection and buy the game with those 15000 BC. Thus saving yourself just over £3.
So yes, even with buying BC, you save money.
FYI 1000 BC on the UK site is currently 62p (the equivalent of $1)