I'm Canadian and live ~30 mins from the US border. We often do grocery shopping in the US. Most items are allowed into Canada from the US, but there are limits (eg. 2 dozen eggs per person or 1 whole turkey per person). We don't buy produce, so I don't know those rules. Generally we stick to milk, eggs, ground beef, boneless/skinless chicken breasts and ice cream. These have the biggest savings for us, as well as no tax upon return to Canada. (The ice cream may be taxable, but we've never had to pay it.)