Ah, the world of on-line shopping. Before anyone chimes in with "support your local tackle shop", I have in the past and I still do. But when you see the great deals down south allowing you to buy gear that you would never be able to afford otherwise, its hard argue with anyone looking to buy in the states.
First of all, having almost anything shipped from the US to Canada may not be worth it. The PST, GST, possible duties and worst of all outrageous brokerage fees will have you paying more than if you bought it here. For all goods purchased in the US, you need to send it to US Address where you can pick it up.
As another poster has mentioned, find a mail forwarding company in Blaine or Pt Roberts. (Simple google search will get what you need). You will normally pay a yearly membership fee of about $10. You are entered into their system and they will notify you by email when your package arrives. It will cost you a couple of bucks per package upon pick up.
When you cross back into Canada, they may or may not send you in depending on how many people you have in your car and the value of your goods. MAKE SURE you declare everything. Do not try smuggling it back. You will be blacklisted for a very long time and they will make it difficult for you to cross the border again.
I rarely get sent in because most of my stuff is under a couple of hundred dollars. Most recently, I picked up a Simms Paclite gortex wading jacket that I bought for $140.00 (no taxes). I went by myself, filled up on gas as well and brought it back without having to pay anything. Even if you get sent in, chances are you will only be paying taxes as they rarely charge duties. Even though CBSA has established $ limits as to how much you can bring back, they don't always adhere to them. They would rather not be burdened with paperwork if the amount isn't worthwhile to them.