Just for the record, I think it's perfectly legal to be a Canadian and buy a product from a store in the US. I doubt any distributor would refuse to sell to you because you are Canadian. Why even mention that anyway - nobody cares and money talks if you are there in person (but have to be there in person).
Either drive it back to Canada or have it shipped independently perhaps with help by a fellow pinsider you know. Either way you pay the taxes owed and all is perfectly legal. Have a friend in another province with lower taxes? Take him along and have him buy it for himself and then buy from him after he changes his mind about his purchase (or after he played for awhile).
You could also drive down to a show (or fly) and do the same thing.
Have friends who want games? Drive down together and buy many at the same time.
Of course all of these things make no sense unless it's quite a bit cheaper. And there is more risk involved as you won't possibly have a distributor to help you if something goes awry.
The main point is that don't believe there is only one way to do things. One of the reasons we pay more in Canada is because too many of us (polite Canadians) believe what we are told - that there are no other options. This is part of why prices are high here.
In any case, don't let anyone tell you that you can't buy things from the US. You can buy whatever you want just make sure it makes sense in advance. Our prices in Canada should be same as US taking into consideration shipping and taxes and no more. And not MSRP, it should be US street price - price that distribs are actually selling for. (Rant over be happy