If you take a bus to NYC to buy the lens in the B&H store, you have to pay sales tax, which I believe in NYC is 8% or 9%. Then you have to pay some Canadian VAT on top of it, when you import it, if you tell the Canadian customs people that the lens is new. However, there is no sales tax for articles sent by mail out of New York to other states. So the REALLY cheap way to do this is to mail-order from B&H, have it delivered to a friend somewhere in the states not in New York (a friend in Burlington, Vermont, would be just about perfect for a guy in Montreal) then take a bus to your friend's house. Of course, you're essentially smuggling a lens into Canada, and could wind up doing 3-to-5 in a Canadian lockup, but what the heck, you'd learn a lot.
Another way, now that I'm into this, is to pick out your lens at the Canadian dealer, have a friend from the states buy it for you, leave the lens at your house, then apply for the VAT refund (Americans don't have to pay Canadian VAT for items purchased in Canada.) Again, jail (or more likely, a fine) awaits people who slip-up.
A third way, of course, would be just to move to Vermont.