I have used Universal Drug Services, a Canadian outfit, to get ERFA brand desiccated thyroid (a couple of years ago there were shortages of Armour thyroid here in the States, so I went to this - ended up liking it so I still get it). They have been very professional, I haven't had any difficulty.
I also haven't had any trouble with it getting to me through the mail, although I know every once in a while there can be a problem for some people. (Why and when Customs decides to hold up a package, is a mystery to me).
Some drugs can be quite a bit cheaper from the Canadian pharmacies, other drugs not as much. If a drug is still expensive coming from a Canadian pharmacy, but you find it much cheaper somewhere else - I'd be concerned about the possibility of the cheap one being counterfeit.
Also remember there are mail order pharmacies within the U.S. that may save you some money on your meds without going outside the U.S. Many insurance plans try to encourage people to use the (cheaper) mail order pharmacy option by offering lower copays if you use mail order.