i also live near a border, and have had ups, and fedex double bill the shipping. not too mention usps that wont track your parcel past the border, when customs gets it, it gets lost, leaving you waiting for who knows how long. your best bet is to have parcels shipped to an american location, near your border crossing and if the value is under 300 you may not be forced to pay duty. please dont hit this bees nest with a stick, they dont have to sell to canadians, infact a large portion of ebayers wont ship to canada anymore because of the added costs of shipping, more or less its out of their control when it gets to the border
cheers