I live on the border and across the line is a great gunshop. Would love to buy stuff there, however I know I need the proper paperwork and from my experience the US Border Patrol often has checkpoints going back into Canada, at least several times a week.
It is not worth the risk. I wish the laws were different but those are the rules we have to follow.
I am still amazed at how many locals here do it and don't realize they are breaking US laws or the punishment they face, it is one of the things I always tell shooters around here to be aware of. Most never even knew it was illegal.
As far as Canadian Customs, I think you could bring in a truckload of Taliban and as long as you declared them they would be okay with it. Huge difference in the way the US Customs does business and Canadian Customs, which I think are just glorified tax collectors. It seriously scares me that they will be carrying firearms at some point.