Buy in Canada, then bring it to the States?

I have family living in Toronto, I wonder if it is worth it to get it in Toronto, then take the train back to USA with the bike to avoid shipping issues and import issues?
 
I have family living in Toronto, I wonder if it is worth it to get it in Toronto, then take the train back to USA with the bike to avoid shipping issues and import issues?
This has been many years so take this with a grain of salt (maybe things have changed since then): I bought a Current Designs kayak in Canada, picked it up and brought it back by automobile to the US. If I recall correctly, I had to pay GST at the time of purchase and then go through a paperwork process to get a refund of the GST from the Canadian government. I seem to recall it was a bit of a manual/clunky process wherein I had to stand in line at the Canadian taxing authority (inside the duty free/border crossing), provide documentation, fill out various forms and then wait for my GST refund. I don't recall that it was a quick or immediate process of getting that money refunded.

As far as import issues: on another occasion, I had purchased a Canadian kayak and had it shipped. US Customs apparently informs state taxing authorities of such shipments and months after receipt of the kayak, my state tax office sent me a pretty harsh letter demanding payment of state sales tax.
 
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