I haven't bought any big-ticket items in a while, other than carseats but I don't know any places in the Toronto area that have great deals on baby stuff. You can sign-up for the emails from all the big baby stores and they will let you know when there is a sale, but honestly it's never great. Dear-Born baby has an outlet store but it's really hit-or-miss there. Plus, I can't stand the salespeople there so I avoid it as much as possible. The Safety Superstore sometimes has good deals on last year's models.
For places from the US that ship to Canada, once you factor in shipping and duty, it's almost not worth it. Almost all my strollers, I ordered online and shipped to friends in the US and then brought them back with me when I went to visit. There is also a baby store in Buffalo - can't remember the name, but I remember calling there for a price on a stroller and it was much cheaper than here.
DS - 10
DD - 8
Twin Girls - 6