I can relate to your question. I'm from Brazil and it is very hard to find Buddhists here and when I did I found only New Kadampa Tradition and FPMT (both Tibetan Mahayana). I do like FPMT very much and went to a great retreat in Nepal with them, but I'm currently more interested in the Theravada tradition.
This is what I do:
When I have the chance to go to Asia, I return with lots of books and audio CDs from Theravada monks. Last time I went to a Theravada temple was in Kuala Lumpur and the reception was great (they gave me everything for free, of course I did some donation to compensate, but it was really optional).
I use internet a lot; videos, discussion forums like this one and ebooks. I can recommend the videos from Venerable Yuttadhammo Bhikkhu.
Don't worry if you are not physically close to a Sangha. Use the tools you have available and when you can (holidays) go for a retreat :)
hope it helps
