Fed Ex ships two ways. If you ship Fed EX International, you will pay an upfront shipping charge that covers brokerage fees at the border. You will still have to pay GST PST and duty. Less surprises after your parts have arrived, but still not cheap.
USPS/Can Post is still the best option if you want to order on line.
My opinion is that unless you can't get stuff here in Canada at a local store, it isn't worth buying online.