They use Borderfree (
http://www.borderfree.com/consumers/index.jsp) which is very nice; you know the exact price you'll pay up front, taxes and customs included, and no $50 suprise brokerage fees from UPS.
I personally haven't but I've heard of a few people in Canada that have ordered from them with no problems.
The only thing to worry about is if it isn't available in Canada, you're probably not going to have any warranty. Or often times warranties aren't transferrable across the border.
And as always, if you pay with your credit card if you don't get it for whatever reason you'll be covered.