Shipping stuff - USA to Canada
I get a lot of Motorcycle parts and gear from US vendors - I prefer to support Canadian companies, but sometimes availability and cost are too much of a factor. When the Canadian $ went to par or above, it was very compelling to purchase from the US.
If you are in Vancouver, the easiest/ cheapest method I have found is to set up an account at a 'post box' service like Mail boxes International, in Blaine. You generally have the choice to pay either a small yearly fee (in exchange for cheaper per item rate) or no fee, but higher per package rates. It is something like $10 for the year, and $2:50-$5 for most packages. They will hold your packages indefinitely, but there will be a small weekly fee past about 2 weeks - all reasonable costs. The main advantage is that many US vendors ship for free, or very cheaply, to US addresses. On something like a helmet, this could easily save you $30 in shipping alone. On small items (like one tee shirt, or a few small tools) you often get nailed on minimum shipping fees.
Going down to pick up is easy, I find I can usually do a run down to Blaine and back in about 1.5 to 2 hours, less if the borders are not busy. I find that most of the time if I'm under $200 they don't bother sending me in to pay the taxes, but it depends on the mood of the border attendant that you get. Print your receipts ahead of time so you have the exact $ value, and expect to pay GST on most items, which you will probably pay if you have them shipped to Vancouver anyway.
Now, I would never suggest doing something underhanded like installing parts on your bike in the parking lot and not declaring them at the boarder, but I know I've seen BC licensed vehicles up on jacks out front of hotels in Bellingham with lots of cardboard boxes strewn around... so it must happen.
I completely agree with the previous post - Don't ship UPS (as opposed to USPS - the post office) to Canada! UPS charges ridiculous brokerage fees. Some places only ship UPS, but usually there is another option.
Good luck with your purchase, and happy Farkling.