Similar process for me using UPS in Ogdensburg, NY. No box number to rent, just $5 (US) per package per week. Declare at the border and then (usually) stroll inside to pay the HST. That plus gas (don't forget to fill up for cheap in the US) and the bridge toll to cross the St. Lawrence and it's still usually worth the hour drive from Ottawa.
For me it's even cheaper since most of my packages are under $100 so they don't bother charging dues and taxes and I live about 30 minutes from the border. Gas is definitely cheaper there and there are no tolls to pay. Life's good eh.