Welcome to the board. You'll find that this has been discussed a lot - over and over again to be exact. Practice using the search function since you're new to the board. Search for "US Export". There is also a lengthly sticky on the subject.
Very, very simple. You can bring NOTHING back from the US that is really a firearm part. Not a magazine, not a spring, not a trigger, not a stock, not even a screw (if it is identified as a firearm part).
US ITAR regulations are very clear. The exporter (i.e. you) need an export permit no matter how much or how little your shipment of parts costs. The shipment itself (i.e. the parts themselves) also needs a license. An exporter with a permit (which I presume you are not or you wouldn't have asked the question in the first place) can get an exemption for the shipment's license if the cost of the shipment is less than $100.00 USD but you still need the permit.
Some parts are explicitly not allowed to be exported such as parts for designated military or military type firearms or rifle scopes with 'military technology'.
It hasn't always been this way and yes it sucks but that's current US regulations. None of these restrictions are because of Canadian Law. If you get caught trying to export with out the US paperwork, you're pretty much screwed. Canadian customs don't enforce it but if US officials catch you, you're done.
You can also bring NO reloading components or loaded ammunition. You can bring tools, cleaning supplies, refinishing products, bipods, slings, scope covers, and other things that are not firearm parts.
There is a process by which a private citizen can obtain the permit/license to export from the US but it is most likely not worth it for any typical private purchase.
Some US vendors hold the correct permits and can/will export to Canada. Call their help desk or check out their web sites. Brownells is the best out there as they export most of their catalogue (not all) and will work with you to figure out if you can or cannot get the items. Some OEMs export - Savage Arms for example will export parts, magazines, etc. to Canada.
Your best bet is try to find a Canadian retailer for what you're looking for. It isn't always easy but do your homework and then ask here on the board and someone will probably help.
Yep prices will typically be a little higher in Canada (smaller market, some shipping, and stock was probably purchased before the Canadian dollar went above par) and selection isn't as grand as in the land of the free but what we have is due to US law and it won't change unless they change their regulations.
