Buying from Nashbar, Performance. etc. won't save you money, but it won't usually cost much more than if you'd bought the same items at a shop in Canada. The advantage isn't price, but selection. You can get a whole lot of stuff from Nashbar that you either can't get here or have to have special-ordered.
I have bought bib shorts from Velowear/Voler in the States. The reason is that the only bib shorts my LBS carries are C$150 Castellis and Pearl Izumis. I find that, even after the exchange and tax, the Volers are both affordable and good quality... And since I know the fit, I don't have to go out and try on a bunch of different shorts.
[The other thing is that, for some reason, the stuff I buy from Voler seems to get past the customs guys, so I haven't actually paid any tax on it...]