There are two ways of doing it, get a PAL (firearm licence) and register your guns in Canada, or get a non-resident permit and they register your guns on that at the border.
If you're going to come up on a regular basis, the first option is by far the best, the non-resident permit thingie isn't very clever when it comes to restricted firearms (i.e. handguns) because you also have to get an authorization to transport either way, although it is quicker if you're only coming up once in a long time.
Also if you get a PAL there are many advantages, people know what it is first of all if you need to buy ammo.. and this is a biggie.. you can buy firearms in Canada even if you're a non-resident and take them back with you. Under US law you have to somehow ship them to a US dealer (or have the dealer meet you at the border) because of the interstate transfer prohibition (i.e. you need to fill in a 4473, the dealer needs to get a Form 6), but Canada doesn't care, there's no export licensing (yet).
Certain rifles and shotguns are cheaper than in the US (i.e. the officially imported ones you find in sporting good stores) I've found because there is no excise tax like there is in the US, plus you can claim back the sales tax too.
The only snag with getting a PAL is that you have to come to Canada first to do the safety tests. But you can apply from the US (you need also to get an FBI check done on an FD-258 fingerprint card and include that with the application, apply to the CJIS in West Virginia - they require this so they know you don't have a criminal history). You can also register your firearms over the phone (restricted firearms) with the office in Ottawa before you bring them in. Once you've got your PAL you simply contact the CFO of the place you're visiting and give them the comp. details and they will issue you an ATT that covers it.