There are 3 options for those of us who don't live in the States but want to avoid shipping fees to Canada when taking advantage of Black Friday deals in the States.
1: Ship to a friend/family member-if this works for you--either because they're willing to bring back the items under their personal exemption when coming into Canada, then great. If not, and you're planning a trip at some point, and nothing is time sensitive that you're buying (buying clothes or shoes that may not fit when you only have 30 days to return it for free with Amazon), then you can bring back $800CDN per person after being gone for 2 days or longer. The exemption if $200CDN for an overnight, but with that one, if you buy, say, one item for $201, you MAY have to pay tax on all $201, while if you're gone for 2 days or longer, and you bring back one item worth $801CDN, you only pay tax on $1.
2: Ship it to a hotel-most hotels will accept packages and hold onto them for you even if you aren't slated to arrive for several weeks. Check with the hotel first before you do this. I've once come upon a Choice hotel in Buffalo that charges per package and more depending on how long they hold onto it.
3: A US address that is your own--e.g., NYAddress.ca. They give you a suite number (not a P.O. Box number) that any company will send to, along with their address. You have up to 4 months to pick it up at no additional cost, and then you only pay $2.95USD per package when you arrive there and show ID.