Why is it that everytime someone speaks of ordering anything from the US another person just has to jump in and start off with the whole you won't get it across the boarder, you are not allowed to do that, etc. etc.
Perhaps try contacting these companies to determine if they have the proper documents (and if they are even required) to ship to Canada first. A very large number of items can be ordered and shipped without issue and you won't end up in some form of nasty prison for doing so.
Now that being said, personally I would rather keep my dollars in Canada and purchase from a Canadian company rather than the US whenever possible. But, there is absolutely nothing wrong with having options available to you should you wish to go that route.