Odds are, whatever you've ordered will get seized by customs anyway, so you might as well just forget you ever ordered anything.
As for brokerage fees, if you don't pay the bill, you will likely not be able to receive future packages from the courier company until the bill is cleared up.
Also, the blame here goes at least mostly to our government. They're the ones who create the red tape that results in brokerage in the first place. Refusing to pay the bill, refusing the package, yelling at sellers or giving them negative feedback just means that more American companies will refuse to sell to Canadians, which is a real pisser to the rest of us who want to buy stuff you can't get in Canada and know and accept how the system works.
Regarding DHL, I've had pretty good luck receiving residential deliveries from them... they actually deliver in the evenings, it would seem. God, I am so sick of having to drive to the Purolator office on 17th Ave.