For the Canadian guys living close to the border; is there anything (other than pride, lack of time, etc.) stopping you from driving across the boarder and shopping in US?

In other words, do you have to pay taxes at the border, or is there a limit on how much goods (in $s) you can transport each time or on a weekly/monthly/yearly basis?

I'm asking because when I go shopping at Costco with wife for regular groceries, cleaning supplies (non office or electronics) we seem to spend $650-$1,300 every 2-3 weeks.

If I knew that I could save 20-30% by driving an hour each way, I would consolidate my shopping trips to just once a month and save $400-$500 on the $2,200 total.