There are lots of such places, also some re-shippers that turn out to be much cheaper and do the customs and legit duties. Not sure how they work that out, but I've had some success on heavier but cheaper stuff like subwoofer flatpacks, and surround speaker boxes. I guess it depends on the weight and value to some extent.
Most Canadians live within 100 miles of the border, so it might make sense for a lot of Canadians. However, I personally can't be bothered, living in Toronto, to drive a couple hours each way (without traffic) and cross a crowded border to subsequently deal with the customs each way (I'm NEXUS certified, US citz, Canadian perm resident, so I'm super easy) and pay the HST anyway unless you want to risk it to save what? $50-100 in brokerage or shipping? My time plus the gas mileage on my Jeep would put me well in the red for doing that without consideration of the inconvenience and time.