I used Starburst Coin for my MAME cabinet parts as well and found them quite pleasant to deal with. Everything went smoothly.
One thing to note is that while their costs on most parts (in my case almost exclusively Happ parts) is fairly good on smaller/common items (e.g. less than the US->CDN conversion equivalent), more expensive/less common items was fairly high -- in my case, I ended up only getting two P360s because Starburst was selling them for $70CDN/each! Supers were $16CDN/each. A 3" Happ trackball (blue translucent) was $130CDN.
T-molding was cheapish there (50' of 3/4" black smooth was $17.50 or $.35/ft). Buttons were $2CDN each. Start buttons were $2.50CDN/each.
So, not *cheap* per se, but the hassle saved getting it across the border was worth the bit extra I had to spend on some of the parts. From the time I ordered to the time I could pick it up was about 5 days -- and I had some odd parts which they had to order -- so I was happy with that.
Hope this info helps. I'll be putting all my sources for parts onto a website when I'm done my cabinet (specific to the Kitchener-Waterloo/Toronto area) which might help other Canadian folks.
Matthew