Other problem with having someone in the states ship here to canada is warrantee stuff...better hope you don't have any problems or you have to go back through your "friend" in the states, can get complicated and messy...not worth it IMO
Here in Canada there are three places I did a lot of looking into for my build...almost done just waiting for the CPU.
Tigerdirect: <---over priced and don't price match, if you live in GTA can go to a number of their stores to cut shipping costs. I wouldn't bother, also, they don't price match
ncix.com<--- usually fair prices, best MIR of any other canadian store i've found, bought my mobo and HD there. stores in BC if you live there, no shipping that way. THEY DO PRICE MATCH
CanadaComputers.ca<--- consistantly the best prices, GTA stores to eliminate shipping costs. THEY DO PRICE MATCH, bought most of my computer here
My strategy (I live in the Toronto north area) was to search
Compare prices - Canada - Price Comparison - Comparison Shopping and find the lowest price per item the visit my local CanadaComputers outlet and have them match that item, saved a good $200 on my $1000 build, those savings were the reason i was able to get the 8800 GTS.
For everyone else helping...$1600 CAN is like a $1400 US build, not so much an exchange problem, just that items are usually priced higher here vs newegg.