Add to the list:
Tires for the car. Savings ranges between 20 to 50 dollar per tire, so if you need 4 new tires, you can over $150. If you have a Costco card, go to the website Costco.ca and Costco.com, and you will see the price difference on the tire (same make and model). The duty is 8% plus the GST and PST.... gotta keep this post legal

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I just bought a OBD II scanner from Schuck's Auto Supply for $100, the exact same OBD II scanner at Canadian Tire is $200, . Schuck's Auto Supply have some pretty good deals, go to their website and look at their weekly flyer, they're located across Bellis Fair.
Gas (duh), Costco is pretty good with their prices, but it is a good drive, compared to Blaine. Today's price is about $3.69/ gallon; compared to $1.40 L here at home. The downfall about Costco is that you must pay at the pump, so the only type of payment the pump will accept is American Express (no other credit card), debit card, or a Costco Cash Card. The Cash Card can be purchased at the tire store, this will save you time from lining up inside the store.
Frozen Pizza, I found the price of frozen pizza in the US a lot cheaper than here in BC. Rite Aid had a one week flyer sale of Wolfgang medium size pizza for only $4.
Red Bull at Costco, 24 cans for $33.
Gatoraid or most beverage and junk food are really cheap in the US.
Cereal, $3 for a box cereal that cost close to $5 in BC
Books and magazines; downfall is that if you're on a day trip the duty will catch up to the savings.
Fast Food, if you have kids, the Happy Meal at MacDonald's is a lot cheaper than at home. The $1 item menu is much better than the $1.39 at home, MacDonald's is offering a pop any size for $1. Wendy's offer 5 piece chicken nugget for $1; I think MacDonald's offer the same deal on the nugget.
Going to get a pair of Rx glasses for the wife later this week. Costco claims that the most expensive lens for a Rx glasses is about $200 plus the most expensive frame they carry is about $100, so a complete pair of glasses for about $300 is a good deal, compared to over $500 here in BC. But I will post later if this claim is true or not.
Feel free to add to the list.
Cheers