It depends on what you're driving. If you drive an 03 civic its probably not worth it to ship it, wait for it, and pick it up at a port and have to drive it across a country and put on 1400 miles. A buddy of mine came to Ramstein and bought a 2014 M3 through American Military Car Sales (might have been called Pentagon, not entirely sure now) and got a kick ass deal. He had it for two years as his daily (including the occasional autobahn shenanigans) got stationed back stateside, and sold it for an extra 8K after having his fun. I'm not too sure if they hook up the military folk as much as they used too but its almost always better then local dealers.
Getting stationed overseas is an awesome experience, and having reliable means of transportation to go skiing in the alps, hiking in switzerland, riverboat gambling trips, or whatever you're into, is a must.
Also yes, in Italy everyone drives like that one scene in family guy...
Italian drivers
Also, parking in the EU if you drive a Honda Odyssey or F150 is a great way to get your car scratched-UBAR, and basically tells everyone hey I'm an american, feel free to steal my GPS.