To simply change the store, you can scroll down to the very, very bottom of the main page. Click on the flag of the store you are in and you can change to any other store. As others have pointed out, you would need a separate account tied to local currency in some fashion in order to buy anything however.
It's doable but difficult. I have two accounts (one US, one Canadian), but it's pretty messy and of course I have to keep going back to the US every so often to get new US iTunes gift cards (luckily I have to go down south periodically anyway).
Unless you have to do it, I don't recommend it. Difficult to manage.