Firewall – Allow Only US Traffic (Server 2008 R2)

I'm trying to setup Windows Server 2008 R2's firewall so that it blocks all traffic except traffic originating from US IPs. The current inbound firewall policy is setup as follows:

• Block a few ports (from everywhere)
• Allow a few ports/services (from everywhere)
• Apply default action (block)

So I need to add some logic above the allow logic. I read through Microsoft's documentation at: http://technet.microsoft.com/en-us/library/ff602923 and saw that block rules are applied before allow rules — so as I see it I have a couple of options:

1. Create one massive block rule that blocks all non US IPs
2. Create a block rule for each country/continent/… with all IPs for that region (basically the same as option 1, just making more rules for easier management.)
3. Create one massive accept rule that allows only US IPs

I'd prefer to go with the third option since it should result in a smaller rule set. However, my concern is that if I create a default "accept everything from the US" rule, it will override the default block actions — and allow users in the US to hit things inbound that were previously blocked by the default action.

So — has anyone setup something like this before? If so, what route did you choose?

Edit: I know I could go to each allow rule and restrict each one with a list of US IPs. Let's assume I don't want to do that, as it creates a much bigger headache.