Blu rays I try to get through amazon, steelbooks I use a us address or a re-mailer. But to use those requires real dedication, since it can easily double the cost - enough the checking secondary sales sites like eBay may be worth it.
Else, a trip to the US is warranted.
But I find the lack of Blu-rays in Canada more troubling - steelbooks are one thing, but only being able to find the DVD in Canada and not the Blu-Ray is more annoying. The DVD is only standard def, and usually doesn't even include a digital copy. The only good thing is being able to at least import them from the US.