I've heard some unconfirmed rumours that the UK and US versions will NOT be identical.
The UK Release of Season 4, misses over 12 hours of extras (presumably made-up of audio commentaries) from the US version.
And in Season 3, Episode 3 is still censored. That is, the UK episode has an "f-word" altered/edited, whereas the US release, has the "f-word" remain intact and unaltered. I know it's only one swear-word in one episode, but it's the fact that it's cut/altered, and it shouldn't be.
So, if I were a BREAKING BAD fan, I'd definitely go for the US release, if you can afford too.
Pooch
I think the UK set is only 13 discs whereas the US set is 16 discs.