From my personal experience.
More often than not, product that can be ordered from the US is shipped free within the lower 48. Moreover, in many cases, they will not ship to Canada or if they do, it's stupid expensive.
I buy various products all the time from the US and have them shipped to Package Express in Sumas. I can either walk or drive across and for a couple bucks, they'll hold it for me until I pick it up. It's not a PO box either, so there are never any shipping issues. When my goods arrive, they send me an email. I know LOTS of guys in this forum use Package Express and others like them at the various LM border crossings.
And depending on the total value of the goods, I have found Canada Customs is VERY fair when it comes to telling me to go inside and pay GST/PST or "have a nice day" and drive on. The most I've brought back is about $200 and not had to pay taxes, but I think the general guideline is about CDN$100.
As for paying an actual duty on goods, unless what you're buying is made in a country where we impose a duty, you won't ever have to pay one. For example, Faber tanks are made in Italy and they have a duty when imported. But guess what? Whether you import them cheaper from the US or buy them for more in Canada, you're still paying the duty. For my money, I'll buy them cheaper in the US and pay less duty and less GST/PST than I'd pay in Canada.
Now, if you want to go to the expense of going to Seattle for 48 hours so you can save a few bucks on duty, fine, but make sure what you're importing is even subject to duty in the first place. After all, we do have this little thing between Canada and the US called NAFTA.