I wanted to share my recent experience of buying from Home Depot at Niagara Falls. I was looking for a easy-to-assemble lightweight shelf for the basement where I can organize storage. I used to live in NJ before moving to Toronto, so I had an estimate of how much a shelf like that is gonna cost me. But I was in for a rude shock when I found the same item I am looking for at the local HD priced almost double than what it cost me in NJ. To be sure I verified the same item online and there it was !!!
Workforce 36Wx24Dx72H Workforce Resin 5 Shelf (Model 17601471) in US $49.97. Same item Canadian price is $74.99

I continued to check the prices of other items and realized that on an average everything is priced at 15% to 20% more in Canada

Now, I renewed my BJs membership and do most of my shopping across the border. I have noticed that every trip saves me an average of 150$ to 300$.
I will continue to post any deals I find. Good luck.