There's a great little hunting store in Lockport called Johnson's Country Store, about 30k east of Niagara Falls. They don't have a very good website but they sure pack a lot in a small space. Prior to all the scope restrictions I bought a couple of Leupolds from them for 25% less than Canadian prices, best to call ahead and ask what they have in stock and for prices.
Have stopped shopping at Gander Mountain because frankly most of their prices are outrageous, you can find 90% of their stuff cheaper in Canada. ####'s Sporting Goods is hit and miss for prices and their selection is quite limited. The folks at the Buffalo Gun Centre are very knowledgeable and their prices are usually decent.