When I lived in Canada, I mail ordered all the time from the states. Yes, there were some delays, but found that usps (think thats the initals), were the best deal in town for delivery.

Fellow canucks; Don't complain too much about those prices for brokerage and duty fees. Down here, its starts at 20% of the total cost of the order (including shipping) and goes up... wayyyyyyy up. Thats if your using usps. If using fedex or dhl, then there's a brokerage fee on top of all of that. Not to mention the charge for international shipping from the states (usually three categories of shipping from a USA store: usa, canada, other). My last order's shipping charge from REI is 100 bucks and its only 10 items, 1/2 of that being shorts and some t-shirts (its a 400 dollar order).