With the current exchange rate, things are fairly competitive priced in the US, since many manufactures have not adjusted their prices.
An exchange might be more interesting as well: A chance to try new things...
The step-up will work here without problems. You will need a fairly big one, >1000W. If you are lucky you might find one for less than $100. Also, the additional transformer might work as additional isolation transformer and get rid of some AC noise. However, all the step-up transformers I used did have slight humming noise. Best to place the step-ups out of sight.
Also, it might be worth checking on whether your amp can be switched in voltage by a simple switch, resoldering, or a transformer change.
Good luck!
A fellow European with similar problems.