For those of you in Toronto you can SELF-CLEAR shipments that come into the MISSISSAUGA port (that means it has to be shipped from anywhere inthe midwest USA eastward). States on the West coast go through Vancouver and then across the country...and you're SOL for self-clearing.
FedEx will try to tell you you can't do it, but once you tell them that they have to give you the option, and you're in Toronto, they'll oblige. In theory, you drive to the warehouse, pickup some paperwork, get it stamped at Customs, go back to FedEx and get your package. In practice, I've received two high value (but under $1600CAD) packages this way, had them delivered to my door even though they were setup well in advance for self-clearance...and I didn't pay a dime. No brokerage, no taxes, no nothing. Sounds good to me. Felt nice to "get something back"...twice.