I live close to us border, so I can always go to usa to pick up my parcel, since some of the shipping cost is cheaper to usa than to canada by ebay seller
On your My eBay page go to Accounts. Then add your US shipping address. I spend half my year in Canada & half in the US & this is what I do. Just be careful about which address you have as primary when you're bidding. Do the same thing in PayPal in order to Confirm the addy as some sellers will ship only to a confirmed address. Good luck!