When I was shopping for winter tires and wheels for the Suburban (P265/70R17), TireTrends' prices were a little higher, but shipping from the U.S. was a killer. On one of the packages I priced out at the Tire Rack, shipping alone was $520.

And that was
before UPS's exorbitant brokerage fees.
Maybe shipping rates are such that it does make sense for smaller/lighter wheels and tires.

Then again, this past spring, I bought a set of 195/55R15 Kumho SPTs from a small, no-frills, local shop for $430. I just checked Tire Rack, and the same tires from the U.S. would now cost me $410 (including shipping, but not brokerage fees).
Anyway, doesn't quite seem worth it to me. Not unless you're close enough to the border to eliminate the shipping costs by just drving down to get them yourself.