I live 1/4 mile from the border and cross almost daily so I have everything shipped to my U.S address. Crossing customs is no problom since I know all the guys by there name. It sounds like you guys that don't live near the border sure have a tough time with shipping and getting ripped off with shipping prices.
With my experiences if the parts are new and have been made offshore outside of North America then you get nailed with duty doesn't matter if it's for a vintage vehicle or brand new vehicle. But if the parts are used or made in the States then they just charge you taxes.