There's a few places here in Canada that can get you stuff, but unfortuantely none of them are anywhere NEAR Thunderbay...
But it also kinda depends on what you're looking for. For example, if you are after JDM Honda stuff straight from Japan, there is relatively new shop in Toronto called JDM Place (I don't have the URL, but I will find it and post it for you) that imports all sorts of JDM parts for Hondas, Subarus, Nissans, etc... There's also ARJ Racing Online (
http://www.aj-racing.com/) that have not only JDM parts but also other aftermarket items like Spoon or Endless/Zeal. They also have a dealer network all over the US and Canada so you might be able to find a shop close to you. Performance Improvements (
http://www.performanceimprovements.com/) is pretty good (believe it or not). Also JRP (
http://www.jrponline.com/) out of Mississauga, or Boom+Toys (
http://www.boomplustoys.net/) out of Vancouver are good places too.
You could also try other forums like the Toronto Civic Club (
http://www.torontocivics.com/) and check out their list of suppliers in and around Ontario/Toronto area.
Myself personally, I tend to use eBay for almost all of my purchases. I know that at times I get a bit burned on shipping, but the Canadian dollar isn't doing too bad against the US right now, so I'm taking advantage ot if.
I usually get out of paying duty by asking sellers (both on eBay and mail order) to declare that whatever they ship to me is a "gift" with a value of less than $50CDN. The Canadian government doesn't tax parcels that come into the country declared as gifts with a value of less than $50 Canadian. It's a bit of a risk 'cause if you order up a $1000 part and it gets lost, it will only be coverd for the $50 declared value! I've never had a problem with lost items so far (knock on wood), and I ALWAYS ask for a tracking number when I order stuff up. That way, I can keep an eye on where it is along the way to me.
And again, it depends on what you're looking for. There are a few other places I could have suggested if you where specifically looking for something like bodykits or maybe rims.
Hope that helps.