Power. American Amys have been used to a paltry 120v. What will she think when suddenly I attempt to pump a British 240v through her veins?
You very definitely _MUST_ switch out the power supply for a regional appropriate one. The 120v stock North American power supply will cause severe damage if connected to 240v. You might be able to get away with a 240v -> 120v converter, but, personally, I wouldn't recommend it. Computers are sensitive equipment. Clean power is very helpful to stability.
Get yourself a good 240v power supply for it. I'm sure you have a local vendor that could supply it, or docs on how to make your own out of an AT or ATX style supply.
PAL/NTSC. I know that I can select NTSC/PAL from the early startup on my UK a4k - is this the same on American models? Is this going to be a problem?
No problem. There's a jumper on the motherboard to change the default. (J200)
Oh yes, the keyboard, but I have a few a4000 keyboards with British keymaps here.
You'll need the adaptor to plug it into the 2000/3000 style keyboard port. (A2000/3000 has a larger keyboard port than the 4000) Other than that it should be fine.