I pay $8 (CAD) flat rate shipping. Since I normally order over $100 worth of stuff, its a small percentage. Normally next day shipping costs $30-40.
And not only that, but I'm in a different country!
Digikey has a sweet setup - every day, they take all the Canadian orders, load them into a truck, and then drive a truck to the border. They go through customs, and then (presumably) to Purolator's distribution center in Manitoba. For orders I submit up to about 5:00 pm EST, I get the next morning, typically by 10:00 am.