This is also an issue for us, we're an Australian store and have a few people in England wanted to order gifts for family in Australia. I just finished chatting with a Shopify rep on live chat who provided an ok work around for this...
- Under Settings select Shipping
- Under Shipping Rates select Add a Country
- Type the word Rest and then select Rest of the World
- Once this is added, select International Shipping and then select Delete Rate
This will now let the user enter any billing address country and also any shipping address country, but if they select a country that you don't ship to, the user receives a message to tell them you don't ship to that country and won't let them complete the checkout.
While this isn't perfect, I'm happy with it as work around for now until a proper feature is included.