eBay International Shipping is an international forwarding service. The seller sends the item to a shipping hub in Illinois by the domestic shipping service of their choice. The item is processed for export at the Illinois hub and sent out to Mississauga where it's picked up by a Canadian carrier (or carriers) and shipped to the buyer's address from there. It can be a bit roundabout, but from my experiences as a buyer on Vancouver Island, three weeks is on the high side of average--but average nonetheless--for any non-express shipment from the United States. Heck, I've had plain ol' letters from the US take a month or more to reach me.
eBay International Shipping's costs are actually pretty competitive with the US mail service's counter rates. Unless it's a letter, you can't mail anything from the US to Canada for less than $14 unless you have access to special discount rates. I believe eIS charges about $12 for items like LPs. What boosted the shipping price for you is that you also had to pay for the seller to ship the item to Illinois.
The charge you had from customs was the taxes (GST/HST/PST, etc.) due on the item plus a processing charge. Canada Border Services is pretty lax about charging those on items sent directly through mail, but that's about the only way to get away without paying them.
It's unfortunate that you didn't find this discussion board before you made your purchase. These boards aren't just for venting; they're useful sources of information and we could have filled you in on the workings of the program so you could have made an informed decision on whether it was worth purchasing that LP. Not all shipping methods are created equal. At least the seller didn't ship the LP by UPS Standard/Ground. You'd have been looking at a pretty hefty set of customs-related charges for that.
