I remember when I checked, they only shipped via UPS, which is pretty much a big no-no for importing American items into the states, as the brokerage fees will almost surely be at least 30% of the value. Now it seems they do either DHL or UPS. I'm not sure about DHL, but Threadless doesn't have their own customs broker like other American retailers, so it appears to be shot in the dark as to whether or not a Canadian customer will get dinged by customs fees!

I imagine you got lucky.
I generally only order from outside the country if the seller agrees to ship via their national postal service, or has a dedicated customs broker to clear the merchandise. That way I either get charged nothing, or just HST (still a whopping 13%, but better than the UPS alternative). It's the same issue that keeps me from buying stuff here on the Marketplace or off of American eBay retailers.