Yup, you SHOULD worry about the Shipping charge with FedEx delivery, UPS is cheaper but not by much... Fedex Charges may end up ALMOST as MUCH as the price of the figure itself (if not more), as they charge on the value of items too as insurance. Sideshow WILL NOT undervalue anything unlike private sellers...
And since I have experience let me tell you Indian Customs are RUTHLESS with private couriers like DHL and UPS, and Fedex. PLUS Fedex charges you a fee ON TOP OF CUSTOMS for handling the amount... so lets just say if your figure costs $200, your shipping from US to INDIA will cost you over $150 or so PLUS put something like $60 as customs and an addition $10 for Fedex charges and viola your thing shoots up to $430!!
Thats why I ALWAYS choose normal EMS, and undervalued... first time I ever bought a collectible to India, Paranoid old me used Fedex... I was burnt.
Anyway use the rate calculator, its pretty detailed, and will give you a GOOD estimation and whack you OFF using FedEx... and you'll know why Im so paranoid about this...
Best of luck my fellow countryman.. you'll REALLY need it...