I live very close to the NY border and we actually use one of these services for online shopping in the US. I never use it for tobacco though, as it just isn't worth it. If I order it through the mail, the chances of me getting dinged with duty (as long as I order 200g) is about 1%. 200g is all I could bring back across the border without duty in any event, so really doesn't get you very far. Good thought though.