Unfortunately, I've no info on diamond prices in these countries. Although we know several cases when Europeans bought diamonds from USA via the Internet.

I doubt that one can find cheaper and same quality stones in any European store than in the Internet from the States or Israel.

I think the prices are comparable if you search for the items.
But a major difference is that in the US certification is such a big thing and it is eventually becoming popular and important over here in the UK. So over here certified diamonds are alot more expensive. Plus in the US jewellers seem to want to educate their customers alot more. For example on the GIA site their is a diamond grading tutorial to do on line. Which is fun and helps to educate your customer and thats important for the high priced items.
If you havent done to tutorial have a go its good http://www.gia.edu and go to the how to buy a diamond section

What sort of % is added onto a certified diamond prices, rather than an uncertified stone in the US and Canada???

Majority of diamonds in the internet has grading reports (certificates) from major labs like GIA, AGS, HRD or EGL. Although in a local store you can find diamonds without any report or graded by smaller lab, e.g. AGA ( www.gemappraisers.com ) in PA or GemScan in Canada.

GIA grading report costs some $200 depending on size of the diamond. When one buys $5k diamond it's probably worth it...