I don't buy new stuff in the 'states very often -- usually the price difference after GST and shipping is close enough to Tony's Cycle's PST+GST prices that there is no compelling reason to do so. Better to support a local business than to save 5%, IMHO. That said, there *are* bargains to be had down south, especially in used parts on eBay. And OEM parts through RonAyers.com -- but check locally first!
As for dealers in Watertown -- I bought a bike from Watertown Powersports on Route 11 about 5 years ago. Take the Watertown CTR exit west(?) from I-81 and keep driving until you see FX Caprerra, then drive a little more. The sell Kawasaki and Suzuki; prices are basically MSRP plus $99 US F/A (at least they were back then). Nice people to deal with, I bought my bike from Amy Spry.
I also got a 15T counter sprocket there (through Tucker Rocky).. the next time I need one, but I bought the very same sprocket at Tony's and paid the same dollar figure.. only in Canadian dollars.
FWIW, there is a post office on Wellesley Island (I just typed Ellesmere Island -- WTF?!) you can rent a PO box at. It's just a few minutes from the border. You can also get UPS/Fedex deliveries sent to a Mailboxes Etc. address, they are at 107 Court St. in Watertown. A dark brick wedged-shaped building, parking is in back -- IIRC.
Wes