Depending the length of one's visit to the US from Canada there are different limits and different exemptions. This also assumes that the price discount is worth it. What strategies have people employed to maximize the benefits and which products/services have people found ?
One obvious and over looked tip is to know your prices, and the exchange and tax rate figured in. While "duty" as such doesn't exsist some items (assuming you spend more than the allowed time frame permits) are subject to PST and GST as well as state taxes you've paid on the purchase. Childrens clothes and house hold goods (such as laundry soap, cleaning supplies etc) are exempt from that. (meaning they are much easier to remain good buys)
Some stores will issue a visitors pass (Macy's is one) where you will get a discount for the taxes as a tourist. It is worth asking at any mall or similiar area if they have a similiar program as this can compensate for any pst and gst that might be owed.
The biggest issue is really one of price knowledge, also coupon collecting where possible (thru purchase of weekend papers from the USA for instance) can have a big impact as well.
In particular "Black Friday" of american shopping frenzy can be very good, even with taxes paid on non exepmt items (80 dollars aprox) we saved over 700 dollars on christmas items and similar goods.
Womens dress suits (tahari and Jones New York, Clavin Klien, Evan Piccone) were 49-89 usd for both the jacket and skirt/pant together. And mens dress shirts were at 15 dollars for Geoffry Bean and Alfani<
the only real way to save money though is price compairson, which I typically do both on line (for clothes say or electronics) and in store for household goods. I note the prices on my blackberry so that I can be sure I'm not misled by what I thought I remembered.