that stinks. I have no idea how your income and other taxes play out, but that's a big price discrpancy. Would you save money just ordering from a US company and just paying the extra shipping to get it sent up North? Even if you break even, you'd save on gas costs...
Taxes don't help much either, but they're down to 12% from 14% a couple of years back.
As for the US company aspect, yes and no. When I was collecting and army building it was ok buying cases of stuff. The hitch came in shipping. The occasional place was good - Newforce was by far the best with charging me what they were paying and not over declaring values. Plus Rick would use USPS which meant I had to handle the customs fees (which are just the taxes and a surcharge) on my own. But probably every other retailer prefers to use UPS/DHL/FedEx. The first problem is it's more expensive to use them. The second is all of those companies have decided to handle the customs fees for you but in return charge you a brokerage fee. That brokerage fee is bloody obscene and always, always higher than just the customs fees themselves.
When I ordered the Maul mini-saber as part of the MR Collector's Club, they used FedEx to ship it. They also declared the value at double what the actual value was, so basically about $120 CAD. Well, I had to pay the brokerage fee rather than just the customs stuff. In the end it was about $50 in total, plus driving to the FedEx depot because they were delivering only while I was at work

So a $50 US item cost me $100 in the end. MR was no help at all. I emailed them to complain about the double declaration value and they were so messed up by the whole notion that they just never bothered to respond. They screwed up and went

I didn't complain about the brokerage fee or choice of shipper, just that they cost me twice as much as they should have in brokerage fees.
Same deal with most other retailers from the US - FedEx/UPS/DHL. BLech, no thanks.
My other option is to get stuff shipped to a US address and have someone forward that crap here. I've had a ton, an absolute freaking ton of help from people getting stuff - Scott, chuckles, JediMac, jadesfire, Jeff and so very many more that it's been unreal. chuckles in particular is a great help as he also allows me to use his address for US only ebay auctions. But it becomes burdensome and annoying to those people and to their spouses as well, so I try to minimize that. chuckles/Jim is the exception because I'm able to help him out with some orders of stuff online and then I pay for stuff for him and that offsets the shipping of my stuff to me. It's a great partnership but there's no doubt I'm the major beneficiary.
HTS.com is a pretty good option overall, but they don't carry everything (DC, Mattel, McFarlane, etc) and then they don't necessarily have everything I want in stock at a given time anyway. THey've also managed to hose me on shipping even when I've clearly checked ship only when everything is in stock - they'll ship piecemeal and charge me for the shipping. Yeah, I can go and chase them and get the shipping charges reversed, but that's a pain in the ass too.
But it can be cheaper when I go Newforce, providing the case assortments are right. The biggest thing I'm lacking is a network like the MN group where I can move extras. 'Most' stuff gets here, so people just buy it at retail. Some doesn't and they seem to find it elsewhere. I'm only able to move stuff when it's below retail and costing me money, not really worth it.
Doing this collecting thing for 13+ years is a bit of a grind and I think I'm wearing down. I'm not going to stop, but I'm just losing so much interest in stuff and it's seemingly just a way better strategy to get stuff a couple of years when some fool, just like me, is clearing out loose stuff for a fraction of the original cost.

Sorry, not meaning to turn this into a bitch fest, just trying to explain more than anything else.