The WalMart in Calais has Leupold scopes at very good prices the last time I looked. As a matter of fact, all of the optics there were priced real good. As far as them selling to you, it's not a problem, the problem is that it is illegal to export them without a license. Seeing as you just drive past the U.S. side when you are coming back, that is not a problem. At the Canadian side it is o.k. to bring them in , you just have to pay the HST on them if they were made in the U.S. and maybe a little duty if it was made elsewhere.
The ammo is another story. It is illegal for the merchants to sell a canadian fireams or ammo. I'm not sure on reloading supplies.