I'm now mostly ordering from FragranceNet.com.
They ship USPS (postal service).
Sometimes the customs charge me something, but usually less than C$20.
Perfumebay.com ships via UPS but they're cool and declare the stuff in a way you have nothing to pay to UPS!
Within Canada there are a few on-line retailers:
http://www.perfume.ca (the choice is not very good though)
http://www.enchanteperfumes.com/main.htm (lots of stuff there!)
http://www.theperfumeshoppe.com (only niche stuff there)