Just a side note, I wouldn't bother ordering anything next day as it almost never shows up then and its way too expensive. I usually go with the cheapest shipping because it all seems to show up in the same amount of time. Ordering anything with 3 to 5 days shipping usually ends up being 10 to 14 days if its coming over the boarder.
1. Canada Post/US Post. Dealt with both a lot. Shipping can be fast (had a video card sent from BC to NS in under 12 hours). Shipping prices are pretty good too. I just got some cables that were able to fit in a bubble envelope from California. Cost for shipping was around 2 bucks, if you add in the cost of the envelope then shipping was around 3 bucks at most, took a week to get it. Never had to pay "brokerage fees" using them.
2. Fed-Ex. I have only ordered one though with Fed-Ex from the states and it showed up the next week. From what I have seen they have pretty good shipping costs on larger items, not the greatest for small items. Never had to pay "brokerage fees" using them.
3. Purolator. Not too bad for shipping costs on larger items, bad for small items though, shipping times about the same if coming over the boarder. But I believe they work with UPS when shipping things over the boarder. Been hit with brokerage fees when ordered stuff UPS but it shows up Purolator.
4. DHL. Never used them, know a few people that have and they say they are comparable to most other shippers. Even though I have never used them, I still rank them better then UPS.
5. Pretty much any other shipper out there other then UPS.
6. UPS. I try to avoid at all costs. Every time I have ordered something from the US and had to ship it via UPS I was hit with a 20 to 40 dollar brokerage free. I was sent a free computer case, I got hit with 30 dollar brokerage fee. I RMAed a 20 dollar PSU, got hit with a 22 dollar brokerage fee. Was sent an old video card for a friend along with a couple of other small items, got hit with a 15 dollar brokerage fee.
All those brokerage fees were AFTER the people paid 20+ bucks for shipping for small items (the case being an exception).
If at first you don't succeed, erase every ones memories and try again.