I agree, USPS or Fedex from across the border. When I lived in Ontario, I would have items shipped to either DetroitMailbox or CBI Warehouse (Buffalo), then drive over and pick it up. I've heard there are similar places in Washington.
I'm looking to order a pile of parts: EGR Delete Kit, Oil Cooler, Coolant Filter, CAT EC-1 Coolant, Restore & Restore+, Fuel Pressure Blue Spring Kit, Fuel Filters, Oil Filter, Air Filter, and whatever else a new to you truck owner should be replacing.
I made a friend in the mainland who goes to Blaine Washington often. I have an account at Security Mail Services in Blaine and have authorized this friend to pick stuff up for me. I like Rock auto, and also deal with a few vendors on Ebay.
You have to be careful with Ebay & ask the vendors you are thinking of dealing with questions about their products and shipping policies before committing to a purchase.
I still prefer to deal locally when I can, but I have found 500% markup on some items I need, and can't justify spending that much money. It pays to ask the retail auto parts places you deal with if they can help you out on the price on some items that seem to be priced too high. I have had some items marked down to 40% of the quoted price when I have given the parts people "the look". Most of the parts guys(and women) at my local Lordco, Napa, and Hartman know me and know I'll go hunting for a better deal if the price is way out of reason.