Some US ETFs (Vanguard, iShares) that I am interested in are traded on several exchanges, typically including NYS and ASX. I live and pay taxes in Australia. Does is make any difference if I buy the stock on NYS or ASX? Is one of the options better? Taxwise it seems to be the same as I am still subject to 15% witholding tax from dividends paid by the US company in both cases.
Regarding which exchange to trade your ETFs on, if you trade on the ASX you have to contend with the risks associated with that ETF and its underlying assets. If you trade on the NYSE you will have to contend with these same risks with the addition of Currency or Foreign Exchange risk (the change in the AUD:USD when you buy and when you sell).