1) CAN'T GET. Good cake mix in a box. Bring one box of good old Betty Crocker or something you like better for every birthday you will spend abroad, with ample "just because" boxes to pull out when you just need good cake. Don't forget the tubs of frosting; you can't get those either!
2) CAN'T GET. Baking powder. The baking powder situation in Italy, although largely overlooked by the international press, is desperate. While it's true you can find it everywhere (it's called "lievito per dolci," leaven for sweets), it is always mixed with a horrible fake vanilla flavoring. Apparently someone can find it without the fake vanilla, but this girl cannot. So pick yourself up the biggest container of baking powder you can find, go home to Italy, and cheer yourself up with a nice pie crust or pancakes that don't taste like chemical vanilla.
3) CHEAPER. Something second hand. Thrift stores rock. Italy (mostly) doesn't have them. America does and they are full of amazing things. We all wish we could just import thrift stores generally, but since we can't, at least go buy something from them before going home. Tip: go to a thrift store next to a major university, especially in late May. American college students live like millionaires for four years, and you can reap the benefits when they give all their designer clothes away to thrift stores rather than pack them at the end of the year.
4) CAN'T GET. Pure almond and vanilla extract. Here you can only find "aromi" (artificial flavoring). What? Another food thing that we are way, way, WAY better at? I know, it boggles the mind.
5) CAN'T GET. Decent Saran wrap and Ziplock bags. While I don't condone the use of either of these two things, if you're going to destroy the planet with plastics, at least do it with quality plastic and get the American stuff. I've been washing and reusing the same ten Ziplock freezer bags for two years, and they hold up very well.
6) CHEAPER. Kids everything. Toys, clothes, bottles. EVERYTHING. Our stroller in America cost 1/8 the cost of the same stroller in Italy (and that's even if we didn't get it on Craigslist). Don't know where to go? Try Target or T.J. Maxx. No matter what state you are visiting you are likely to find both.
7) CHEAPER. Rain and snow boots, and those heavy shoes with thick soles that are kind of like rain and snow boots in disguise.
8) CAN'T GET. Desitin. The original stuff in the purple container that says "maximum rash fighting ingredient." This stuff is so good that sometimes I even use it on my kids. Fissan has nothing on it, and I never leave America without it.
9) CHEAPER. Brand name clothes. These are a favorite souvenir for Italians visiting Italy, but don't let the fact that they are cheaper in America even when you pay full price fool you into actually paying full price. There are several chains of stores in the U.S. that sell "top" brands for cheap. Two of these are T.J. Maxx and Marshalls. Don't go to a department store or (gasp) the actual brand-name store if you want to go home with American brand gifts and souvenirs, try here first. If you don't have one nearby look for "outlet" malls.
10) CHEAPER. Sport and technical gear. Everything ranging from sneakers to bikes to climbing gear to hand and power tools. It's not cheap in either place, but the prices on these things tend to be lower in the States.