My tips for eBay:
1. Always check the feedback first. This is not a 100% guarantee, but a good indicator. If they have negatives, look for WHEN they got the negatives and on those ones I will check the feedback they left for that person to see boths sides of the story.
2. Ask questions. Mostly this applies to shipping, as it seems it is really difficult for many US sellers to post actual shipping costs to Canada. I don't understand this, but maybe they are just lazy. If they do not get back to you, avoid bidding on it. I got nailed on sihpping once when I didn't wait for the response.
3. Be patient. There are always other autions. Unless it is a must have item, don't go nuts and get into a bidding war on something... especially if you are bidding against jourdo2k3... I hear he is a nice guy and probably deserves that item.
4. Pick your max bid and stick to it. There is always the temptation to bid that $1 more than you wanted to. I try to avoid this whenever possible... which brings us to...
5. SNIPE!!! Some may disagree with this, but to me there is no difference in placing your bid on the first day vs the last 5 seconds. I still only bid what I wanted to originally. If someone wants to outbid you, then they will have set their max bid higher than your bid. I just got bitter about being sniped on many auctions, that I decided a turn to the darkside was in order. I use Auction Sentry and it works fairly well.
6. Check the mixed lots. Sometimes you can find some hidden gems in these lots. You just have to be patient.
7.
http://fatfingers.com/ This site looks for the common type-o's of items. Again, a good bargain hunting tool for those who just don't take the time to read over their auctions before submitting them.
8. Use Paypal, and only Paypal. It is the only way to protect yourself.
9. Be willing to pay for insurance/tracking. Again, a way of protecting yourself.
Unfortunately, you are right. The US tends to have a better selection of items overall. If you are willing to wait it out, eventually you will find what you are looking for north of the border. Also, I'd recommend posting what you are looking for here, as you would likely get a better deal on a place like this vs eBay.