Shipping costs are IMO nothing more than sellers in the US either being lazy or not realizing Canadian's are actual customers and treating them as such (or both). This is based on my experience in that ordering from overseas is on par or in many cases cheaper than the US. Further in many cases (actually most in my experience) it arrives sooner and for whatever reason you have a better chance of getting it without brokerage fees. Some vendors in the states are excellent and at least if you are paying, it arrives quickly and without brokerage. As Canadian's we all know who the crappy ones are - avoid them wherever possible. Vote with your dollar I guess. Outside of that, get some friends and buy larger quantities or combine orders. Ship to a holding facility across the border if you are close.
To the first two points - it will at some point bite those sellers in the ass. Need to treat customers as such regardless of their address. Not doing so speaks to a philosophy that leads to any company failing over the long term.