I live in Canada, so the challenges are much more magnified for me, due to the nature of our gun laws up here. Now I say challenging, but not impossible to overcome. (And for the record, I finished, and registered my AR-15 more than two months ago, in case anyone is listening or interested.) The laws on both sides of the border require that you arrange to purchase all of the major components (like the barrel, bolt assembly, etc.) in the US, and then import them yourself PERSONALLY into Canada. Since only a finished receiver is considered to be a firearm, importation of the parts (less receiver, of course) is perfectly acceptable. While the Customs guys are concerned that you may be building illegal weapons, they really can't stop you, but be reasonable...show them your firearms license. And remember, an AR-15 is a restricted weapon up here. You must not only be licensed from firearms Acquisition, but it must also be for Restricted class, as well. This applies to the receiver and the finished rifle. If you want to know the steps I went through to "stay legal", they are:
I sent mine registered mail to ensure it got there. Once it's in their hands, you're done everything required to comply with the laws.
* In my case, I gave them the option: register the receiver first, then complete the rifle and then modify the registration, or do it all at once. They kindly agreed that one step was far more efficient for both of us and we did it all at once.