I'll tell you, you have to be well informed about the import laws in your country, I've been investigating a little bit about customs law here in Mexico because I buy a lot of stuff from all over the world, and there are some very weird restrictions besides the usual like no weapons, pornography, piracy, etc... for example, here, you can't import any toy which has a human figure, you need a special permit for that, why ? I dont know, not that I care, no medical equipment is allowed, even if it is like you know a massage machine or like a humidifier, that can enter the category of medical equipment, I once bought a spectrum analyzer and they thought it was a medical equipment and wouldn't let me import it, I had to convince them it was not and they finally yielded.
In my country, everything from China pays considerably more taxes, anything below $50USD is tax free, books are tax free, and stuff like that. You can't import any CD/DVD/Blu-Ray which are not original, meaning any burned CD-Rom is not allowed, I've had equipment witheld at customs because the e-bay seller sent me a burned CD with the manual along with the equipment. You can only import fake jewlery, like no real diamonds or precious metals, how can they tell? I don't know, nothing made out of glass, which makes things sketchy for example like the screen of a laptop is considered in the glass category or not? You can't import tires, you can't import baloons! haha no binoculars, no paintball guns, no used clothes, etc... make sure you ask for the list of non-allowed or controlled items from the service provider, they will usually have one.
So my advice, get well informed before you start using those services. There is nothing more frustrating than recieving an e-mail from the drop shipping service provider telling you that your item is witheld and that you need to go pick it up in the US, send it back to the seller (for a fee of course), or if you prefer, they will trash it.
A huge advantage of these services that I've seen, is that if you buy stuff from Europe or China, usually the seller will charge a lot less to ship it to the US than to Mexico, maybe its the same case with Canada, so even if you end up re-routing your item from Europe/China-US-Canada, it can be cheaper than straight to Canada.