There's a post up at reddit about not being able to change a PSN account's location. This means you can't buy games from another region, even if it's the one you moved to... The only way to get around this is to make a new PSN account entirely. Which is dumb as heck. Now there's a petition up to try and get Sony to help us out here.
Fine, it's a licensing issue or whatever, but Sony should still have the tools in place to change someone's PSN location when they move. That's not a super crazy thing to ask for, right?