Be careful with the big two (FedEx and UPS) that charge "Brokerage Fees" to get it across the border. It's basically a fee to cover the import paperwork to bring it across the border. I don't know about going from Canada to the US, but they do charge it the other way around and it is good to inquire about beforehand so you don't get an unwanted surprise.
Musical instruments made in North America are exempt from import duties.