Is it more economical to PCS OCONUS with my large vehicle or obtain a compact?

Have you spoken with your sponsor? PCS'ing to Germany, no problem, bring it with you.

If you are going to Germany, no issues. However, when i was stationed in Japan I didn't have the option to do so. Even if i did, getting through traffic would be a pain with a big SUV.

Like other people said, it depends on where you go. If you are going to Japan expect to pay anywhere from 5-10K just to get it road legal assuming they even let you bring it. If you are going to Europe it is much easier, but you may be better off storing it and getting a beater for a couple years.