I have ordered every scanner I own (that I did not buy from Radio Shack) from US companies such as Scanner Master, Grove, National Electronics, etc. I have never had any "legal" issues, including during the purchase of a BC250D, BC796D, and BCD396T (all of which crossed the border).
I have never made a purchase from any of the Canadian retailers. The only grief I've had in trying to make purchases or import of the new line of scanners is when certain USA scanner retailers refuse to sell to me, or any other Canadian.
I would wager that the price I paid from Scanner Master for my 396 was, after the duties/broker fees collected by the UPS guy at my door, comparable to the price you guys are quoting from the Canadian retailers outright.