Intelx,
Yes, if you are a US-based gamer, I would definitely recommend going to a website such as
game.co.uk and ordering the European version. As a player of PES 2009 here in the States, I hated not being able to use the best and most-updated option files (which, inevitably, were only for the European version), and having to resort to either old (i.e. no mid-season transfers) or no-longer-updated USA option files.
If you're using an HD television, you don't have to worry about the European version not playing on your PlayStation 3. I'm sure someone else will chime in with further details here.
For PES, the European version is a no-brainer! Hope this helps.