I'll admit when I sell stuff online (haven't sold on classifieds yet though) I will throw in the "conUS only" line in. Personally for me it's just easier to deal with shipping when you don't have to deal with poor tracking, excessively high prices, and customs.
On the other hand, I do make exceptions, but I let the buying party take the initiative to contact me and see if we can work out international shipping. If I feel relatively safe about the transaction and the other party agrees to the higher shipping costs then I'll go ahead with the sale regardless of what I said in the description. The same goes both ways. When I order stuff from overseas (a lot of Japan), I do so understanding that I'm probably going to pay upwards of $25-30 for a small box that's registered air mail with tracking and if something happens I'll have to deal with trying to get insurance back somehow.
A few weeks ago I sold a knife to someone in Canada. He had a private mail box here in the USA so it's pretty clear that he's become accustomed to sellers not wanting to ship to Canada. I gave him the option of shipping to him direct (saving him a 2 hour drive) but the shipping quote was high enough that he figured the drive across the border was more economical.