Some medicines are available over-the-counter in Canada but not in the USA, due to endless patent extensions. That fact got me through several recent allergy seasons (although now those medicines are OTC in the States as well).
On West Broadway in Vancouver is a cluster of outdoors-gear shops surrounding the MEC mothership. Private-label products there can be cheaper than their equivalents in the USA -- in the past, I've bought fleece jackets, sleeping bags, and bicycle accessories.
In Quebec, imports from French speaking countries are often well priced and readily available.