There are those who have had bad experiences, but I've always had good luck and good service with Bavarian Autosport, and they send you a nice catalog to help you spend your money. FCP Groton is very good, too.
If I'm in a hurry I drive to Ogdensburg (bit of a hike from Pembroke) and pick the parts up at the UPS store there. If I order on day 1 the parts are there day 3, for sure. I did get burned with a back order on brake bleed screws once, and since then I specify "Ship complete."
If I'm not in a hurry I get the parts shipped US Postal Service. To do that you have to place your order by telephone. Takes a week or two.
Never, never, never ship UPS to Canada. No,no,no.
I ordered from Autopartsway once, and the parts came by truck from California.
"Warehouse in Canada" my A**.