I’m one of the Canadians who picked it up in the states. It went very well. I did get stuck with border fees, but I think I would have to pay those anyways when having it shipped.
The drawback is if you get a defective unit, you need to drive back to the states and to send it back. That did not happen to me, but I was willing to take the chance to get my GF sooner.
I wrote a post about it here: Bringing the GF across from the US to Canada