@ Blazintrini

My situation is a little different than most, I've been collecting movies (Not just SteelBooks) for a very long time.
I have relationships and dealings with long time independent sellers in the US, who in return help me out by receiving my purchases.

I purchase from them regularly and in volume, so they simply add in my own store purchases to the mix. I use prepaid USPS International large boxes.

The only way to make US purchases reasonable is to ship in larger quantities at a time, otherwise the cost including the exchange rate makes it totally ludicrous.

As you mentioned, there are also businesses who specialize in receiving and forwarding US purchases to Canada. Nothing wrong with them for a few items here and there, but as Cull Obsidian states family and friends are the Best options other than picking your copy up yourself across the border.

Edit: In respect to forwarding services, also keep in mind that the "Tax Free" claim only applies to US sales tax on your store purchase, which is really pennies, if anything at all.
Most are "Customs & export compliant" which is another way of saying bend over, because you will get hit with brokerage/handling fees, import duties if applicable & definitely GST/HST on the converted amount.