The Xperia Z5 and its variants are great looking devices, but for those of us in the US, it's just that—great looking. Sony hasn't started shipping them our way, no matter how far open we stretch our wallets.
Alternatively, you can now get the phones from Expansys USA. The retailer offers the Sony Xperia Z5 and Z5 Compact for around the same price as Amazon and eBay. Like the former, you have your choice of colors. Whichever seller you go with, the prices look better than what we've seen in Europe. And as for the Xperia Z5 Premium, it's available as a pre-order.
These GSM phones are compatible with both AT&T and T-Mobile. That said, they don't come with a warranty in the US. You're paying a lot of money and going out on a limb. If Sony really doesn't want to sell you the phone, you're probably better off not giving them (or a third-party seller) your money, but the option is there.