Yep, wander around the HI forum for a while, unless your heart is absolutely set on the Cold Steel.
The VG10 won't hold an edge as long as S30V, but it will be easier to sharpen. I don't have any experience with the San Mai configuration from Cold Steel.
The San Mai Khukri lists on their website for $599. Even if you get a few hundred dollars discount, you could get several HI Khukuris or maybe a custom for the same price. Plus, the three sites I checked didn't have any in stock. I didn't search very hard, but if you're in the states you can probably have an HI in your hands within a week.
Plusses for HI - you'll get a thicker, heavier blade that is good for heavy chopping and other work. You'll have a much, much wider range of models to choose from, everything from pretty to pretty ugly, but they'll all get the job done.
Minuses for HI - It's not a production knife, and it's not made in a modern shop, so fit and finish can range from very good to mediocre, depending on the particular knife and your pickiness. (I love HI, but this is my standard disclaimer. There are some people who can find ten faults with their new-from-the-factory Sebenza. If this bugs you and you're not willing to get out a stone or file and tweak the knife, then khukuris may not be for you.) The high side of that is that you can make adjustments until the knife is perfect for you.
Now mosey over to the HI forum and start reading. I recommend you dig up some of the ubiquitous "which khukuri should I get" threads, and look at Yangdu's deal threads. If you don't have the patience for that, just order a 16" Ang Khola and prepare to be amazed.