What are you getting, most brands don't ship across the US-Canada border. I really should have done some shopping when I was in the States for 3 weeks this summer.
But back to your question, you will have to pay custom duty and such and you're likely to get dinged pretty hard depending on the courier service. I've never had a cheap custom duty with UPS. I once paid $20 on a $30 item
When get stuff shipped from the states to Canada, do not get it shipped UPS. UPS charges border fees that should be illegal. If a company will only ship UPS (practice seems to be growing into an epidemic) try someone else. If they will ship USPS, but it will cost a little more than their regular UPS service, go with that - you'll be better off.
You might get charged taxes and a $5 border fee with USPS, but often you don't get charged anything. UPS's fee is much higher.
As far as bringing it back yourself over the border- if you are gone for 24 hours or more you are allowed $50 CDN duty and tax free, 48 hours or more - $400 CDN, 7 days or more $750.