I have a solution for the shipping, I use a service called CBI. You can google it to get the address. Basically they are located in Niagara Falls New York (5 mins from the Rainbow Bridge) and they accept any package that you have shipped to them. Then you go to their warehouse and pay $5 a box and receive your package. Of course this only works if you live close to the border, or if you are like me and find yourself going over there quite frequently.
Bringing it back over the border is then of course your problem. But most likely you will only have to pay the GST and PST. The CBI service not only works great for homebrew supplies, but anything you buy online that won't be shipped to Canada. And it allows you to take advantage of the cheap shipping that is usually provided through UPS/FEDEX without the brutal brokerage charges.
As for stores, since we have no proper ones, I head down to Niagara Traditions in Buffalo. Its a pretty decent store. The staff there if very knowledgeable and friendly. The store will be absolutely rammed on the weekend and has tones of supplies, bulk malts, DME/LME grains hops liquid/dry yeast and kits etc. They have a website
http://nthomebrew.com.
I also find that Canadian Homebrew Supplies is quite good.
http://www.homebrew-supplies.ca/
Actually the prices there are better on ingredients than Niagara Traditions(factoring in travel), and also it is located in the GTA. They also offer pick up, so you don't have to pay any shipping.
I have been to Soda Centre and its ok, prices are high and selection is poor. As for the other locations I have not tried any others yet.