As long as your internet connection is good, you can play anywhere just fine. I live in Texas and can play in EU just fine.
Ima go try download the Eu client. How do I do that? Do I just manually download it from Eu.battle.net?
No, you just have to change some words in the files around I believe.
Go to Wow folder > WTF > Config.wtf
Then ctrl+s for the two places it says "enUS" and change them both to "enGB"
Switch them back to enUS to play the US client again.
Yeah it sucks. I play in Australia ATM and have about 300-500 Latency. 600 sometimes. They should really add real oceanic servers.