Really depends on what you are looking for. I find the States is better for finding quality parts - IP, injectors, GP's. In Canada you are stuck with questionable rebuilds and cheap China components. I do not like NAPA, I have have some good luck with Carquest but most of my significant purchases are shipping to the border.
Here are a couple of Canadian suppliers that I have had good experiences with (these are all for IDI / OBS parts):
1. Radiator - cooldirect.ca
2. XRF ball joints / steering stuff - I originally bought from the States but they now have an office in Canada
3. Steering box - Ottawa Driveshaft and Steering
4. Transmission - B&N Transmission (Ottawa)
5. Sensors - Local Ford dealer (I have an account so prices are actually pretty good)
I do not recommend (unknown POS rebuilds, etc):
1. Canadian Tire / parts source
2. NAPA / UAP
I have never had to replace and body components on my truck so no source for that!
I go to the States for any specific items like IP, injectors, glow plugs. Glow plugs can be found on ebay for good prices. States offers better selection for starter motors and brake components. I usually find that once you do your shopping you can get a better quality part for about the same price as a "guaranteed to fail in 13 months" part from Canada.
Better go shopping! You are running out of time before Trump builds his wall.