Cabela's is better from my experience of visiting bothing when in the US. I have only mail ordered a few items and they were from Cabela's.

JD their is BP in Toronto opened in November 2004, I haven't been. I heard they aren't doing a Canadian specific mail order as of yet, but am sure if something was in stock that caught your fancy they'd ship it from TO. With the border tightening many items are not available, so it maybe an option. However like most retail stores once you factor duty/S&H/exchange, the CHEAP part goes pretty quickly.