I'm in Wisconsin, I bought the game on Ebay from a UK dealer. Works great for me, and I would suggest buying it on PC instead of XBOX360 simply for all of the excellent OPT files, kits, boots, adboards, etc...that people create and post for download. Makes the game look amazing.
As for online play...
I play all the time on the servers and have never had a problem with lag, except when I played against a guy from Hong Kong and I'm on a 3mb cable connection.
This is the one place that PES really kicks EA's ass. I have a horrible time playing FIFA07 online. Not sure why, but I think it's the way EA has set up their servers.
My advice: get it, and install all the cool patches, then play it online.