I used to be a prolific online shopper for all sorts of products shipped mainly from the US, but also from around the world...until the Canadian dollar took a nose dive against the USD, and it no longer made sense for me to do so. I recently purchased a whole load of dive gear from an LDS. Of course, as a prudent shopper, I researched far and wide for the best prices, and concluded that for all of the items that I wanted to purchase, it would be cheaper to purchase from an LDS (or Amazon.ca) after considering the horrible exchange rate, credit card foreign exchange fees, shipping fees, and "potential" brokerage fees, HST and customs duties. Nowadays (until our dollar recovers somewhat), I will only buy outside of Canada if I absolutely cannot find that product inside of Canada.
Having said that, I agree with many points that previous posters have already mentioned. However, I'd like to give support or my experience to some of the points already mentioned.
1. NEVER choose UPS if you have the option, even when the shipping fees are cheaper than USPS. UPS (and other couriers to a lesser degree) have horrible customer service, exorbitant brokerage fees, and always ding you for HST/customs duties, whereas with USPS/Canada Post, the brokerage fees are much more reasonable (see #2 below) and it's often a lottery whether you get charged HST/customs duties or not.
2. IF you are dinged with HST/customs duties, Canada Post charges a handling fee of CAD$9.95 per dutiable or taxable item. HST/customs duty is not charged for items valued at under CAD$20 (gifts have a max limit of CAD$60). Here's the link to their website that states this:
Canada Post -Customs Requirements
3. IF you are dinged with HST/customs duties, it will be 13% HST (in Ontario) + X% of customs duty + CAD$9.95 handling fee. HST and customs duties are applied to the declared Canadian value of the item. Customs duty is very complicated and depends on several factors (i.e., what is the item, where is the item being shipped from, where was the item manufactured, etc.). There is a compendium that lists most of the items that can be imported. If you are so inclined, here is the link:
Chapter-by-Chapter Customs Tariff - T2016-1
4. I have found the following import duty calculator quite useful:
Import duty & taxes made easy | DutyCalculator
5. I also refuse to buy from an ebay seller that only uses the Global Shipping Program. There have been many times where the customs duties should have been 0% based on the official tariff schedules above but they would still charge a brokerage fee, HST and customs duty. Very deceiving.
Hope that helps some!