I think we've all been burnt by shipping and duty charges at some point.
I don't know of any Canadian distributors for the higer end parts. You might want to try a Mustang parts supplier as they probably deal with Dennis Carpenter and may be able to lessen the sting. Dennis Carpenter charges a precentage of the order value.
Otherwise insist that the vendor uses parcel post not UPS (I've ranted about UPS, their just plain evil). I have had good luck with NPD and Jeff's Bronco Graveyard, shipping is reasonable and some parts are actually Dennis Carpenter stuff.
....and then theres all ways the ebay gamble..