well where in canada do you live? if you live near toronto there are a ton of electronic stores around. Sayal electronics is oen fo mafavories cause they have every basic component you can think off. Where else are you going to find isles and isles of resistors?
Also, they have some pretty good surplus deals. I bought a $200 regulated switching power supply for 20 bux and it works great. The only thing it didn't have were the enclosures, and packaging materials.
If you want to shop online, try digikey.ca. They do charge $8 for shipping on order below $200 though.
In terms of Arduino specific products (shields), there isn't much really. Fundemental Logic produces some freeduino stuff, but I don't think they do shields.
HVWTech and RobotShop are the only ones I know that do, but there prices are ridiculously higher compared to shops in the states.
Is te duty really that bad? I haven't ever been charged duty on electronic components or Arduino stuff.