Shipping to Canada. Question for you folks up north

Between the currency exchange rate and brokerage fees, shipping costs are brutal. I live an hour from the Montana border, most of the time I use a P.O. box in Sweetgrass and pick up myself. I have found that if I am bringing back items that are valued at less than about $250.00 that I rarely have to pay anything at customs. If it's something that I need quickly then I bite the bullet and have it shipped to my house. When I am buying an expensive part or a lot of parts, I try to make it coincide with my vacation and bring it back as my personal exemption. Last year when I bought my TTI headers, cost was $925.00 USD with shipping, which converted to CAD $1253.00. I was away for a week and picked them up before crossing back into Canada, paid nothing at customs.
I have had UPS and FedEx both hold items for me while I did the paperwork for customs myself to avoid being charged their ridiculous fees, but they are not happy when that happens because they are losing out on easy money. For them it is only a matter of a few minutes on a computer and they make $40 or $50.