Well- firstly I want to welcome you to saablink! Be sure to post pictures asap.
A good dealer WILL be able to get parts - however anything it will need will be a weeks wait probably. Sadly the US does not have the Diesel Saab's (wish they would already). Please be sure to share all your repairs as you own your TTiD Saab 9-3 - as I really want to get one, some day. Does it actually average near 50MPG? Thoughts on it's overall driving - power, acceleration, smells?
As long as you can get the car into the states - you will be able to get parts eventually otherwise. Bring in a second one - you'll be able to sell it for a premium - or to me
Welcome to the 'link! Keep us updated on the importation process. As far as anyone knows, there's only one diesel Saab in the United States at the moment.
If there are some common, diesel-only bits you know you'll need regularly (or are scheduled for check/replacement at the next big service interval), you might just want to grab them in Europe and ship them over with the car or your belongings - just in case. Might be easiest for right away.