There is never duty, and taxes are the same no matter what. Shipping is the only additional, and I guess depending on your time, gas and other things, it may or may not be worth it.
I'm interested to learn how you could have had almost $400 in shipping costs. LED's are nothing no matter how many, I once bought 20 games worth, and it all fit in a smaller box than most usual parts orders. Did you order a lot of heavy/large items?
I could see it being expensive if you were ordering a lot of rails, legs and stuff like that.