Keena I feel your pain re the cost of mail order shipping. But keep in mind when ordering small items such as LED's etc if your mail order is $20 or under there are no duty/customs charges. Take a look at the shipping costs total if you break your order up to smaller orders - may not be worth it in the end.
I have a local shop I get most of my small inexpensive items from such as butyl tape etc. For the bigger ticket items I shop around on line or call some of the RV suppliers in the Burlington/Bellingham area and order from them and then combine a camping trip down at beautiful Deception Pass with my pick up trip. if you are out of the country for 24 hours you can bring back up to $200 worth of goods back duty free, if away 48 hours or more up to $800 worth of goods.
If the bigger ticket item cant be found at a reasonable price in the Burlington Washington area I do shop on line and often have the item shipped to friends homes in Washington and arrange to collect it from them the next time we meet up for camping.
For real big ticket items - such as new tug or trailer tires
I wait until I am going to Oregon to camp - the ultimate tax free shopping experience. :-) saved about C$400 on tug tires
going that route. ;-0
At Blain and Sumas borders they also have mail box services for a very small fee you can use and then you just need to go as far as the border to pick up. Mostly just helps you take advantage of the free shipping offers in the USA. Works well if you happen to live on the lower mainland. There is technically no duty fee limit on visits of less than 24 hours but a lot of folks seem to be using those mail box services and for some strange reason arent asked to often pay duty on the item they picked even when they tell the border folks they picked something out - I suspect that approach is a bit of a crap shoot though and may depend greatly on the value of the item and how good a mood the border guard happens to be in that day. ;-)