We are fortunate that we are only about a mile from the border. We buy all our RV parts and accessories and lots of other things online and get it shipped to a "mailbox" service in Blaine, Wa. just across the border. They charge a few $$ for handling each package. This has saved us many hundreds, if not thousands, over the years we've been doing it. We have only been pulled over 3 or 4 times to go inside to pay taxes. Using a US mailbox is by far the cheapest but not possible for everyone here.
There are other places besides e-trailer that can be a lot less. I've only bought twice from them and I think it was because I couldn't find something elsewhere. If you have a part number for an item, shop 'til you drop on the internet until you find the lowest item cost + shipping cost. Some US companies don't like shipping to Canada and some won't ship here at all.
If you buy online, never use a courier service into Canada. They will cost you a fortune for a brokerage fee, fuel surcharge, taxes, "other" fees and fees on top of fees. I've had a few too many problems with one of them for various reasons and avoid them like the plague. Canada Post can be much cheaper but the problem with them is that your parcel can get held up in Customs for days or weeks. I once had a super rare irreplaceable vintage car part shipped to me from California and when I picked it up at my local post office, one end of the box was open with nothing inside. Customs made no effort to repack and seal it up. That was the last time I used the postal system into Canada.
If you check Amazon.ca prices vs Amazon.com, some of their prices are highly inflated in Canada, like around double and more. Take a Husky hb4500 electric tongue jack as an example - $212US vs $552Can. Makes no sense.
Dealers can be expensive but I've found prices at a local RV parts & repair shop can be decent and I'll use them if I need something quickly. If it's a non-RV specific part like plumbing or electrical, there are many sources here that can be cheaper than the US.
The only way to save big is to get items shipped to a US address across the border. If you can make it work, group a number of purchases around the same time so you only cross the border once to get them.