Canada:

Many items are the same or better priced In Canada, especially when you add in exchange.  Check before buying from the USA, and include exchange and the shipping cost from the USA.  If it is only a few dollars difference, buy domestically.

You can avoid paying the PST if you are ordering from a store outside your province and the company has no outlets in your province.  If your province has HST, you don’t have that tax break.

Sometimes shipping is free and by Xpresspost, or by Canada Post overnight which can cost as little as CDN$15.00.  I find that free Xpresspost usually arrives the next day or within two days once it is shipped.

USA:

Ordering from the USA can involve paying duty, PST and GST, or HST when it crosses the border along with serious shipping costs and brokerage fees. 

Check if it is “grey market”, if the warranty would be honoured by the Canadian distributor, and compare the price including the dollar exchange.  Many stores have their own warranty, so for repairs it must be shipped back to the USA.  Even if it is not “grey market”, many Canadian distributors refuse to service equipment under warranty for anything purchased outside Canada. 

I have purchased equipment with a selling price from $500 to over $1500 less in Canada than the best US price.  When the price is the about the same in US$ as the CDN$ price, Canada is still cheaper because of exchange, shipping, duty, credit card exchange fees, et cetera.

Some manufacturers offer longer warranties in Canadian than in the USA.  Something to consider.

If it is shipped via a US courier, such as FedEx or UPS, you will get nailed with service charges for it acting as your customs broker, even if duty and taxes are zero.  I prefer USPS for shipments from the USA.  Usually less costly, and if there are brokerage fees Canada Post charges about CDN$5.00, if anything; well for now...  If there is duty, Canada Post will collect it.

Some eBay sellers use eBay international shipping services: you get screwed on the shipping cost, fees, and again by brokerage fees.