I can remember the days when being a PAL gamer and wanting to play NTSC imports was all about various bridge adapters/converters, and filing down tabs on cartridge slots…
My faithful Megadrive “Game Adapter” used for many an import. No idea where my SNES Action Replay, or Super FX chip converter is though these days 
Those days are long gone though. DS, PSP and PS3 titles don’t carry any region protection, and many 360 titles are actually region free.
Its worth considering importing the odd 360 title as it can work out considerably cheaper. For example, the Asian version of Soul Calibur IV is region free, and at Play-Asia its only 25 quid. Bargain.
Play-Asia probably has the most up to date and comprehensive regional compatibility guide.
Another place to keep an eye on is the blog over at Videogamesplus (who run an excellent online store) They normally run a region free check on 360 titles as they get stock in, so its very up to date.