Hi, we went over at Christmas (Colorado and Wyoming) and most stuff is generally cheaper over there. Depends what you are after though, if you bring too much stuff back, you could get stung for customs.
I brought ( among other things) a few AV cables. They were all about half UK prices or less.
And yes, you can get scart leads ( called euroscart) scart switch boxes and anything else scart related. Walmart and Target sell them ( Belkin and other makes) Radio Shack ( their own make ) and many others. Look for the big electrical retailers ( Like Comet and Currys, but with a HUGE range of things) you generally get better deals there.
Enjoy your trip, you wont want to come back!!
Allan