I've bought stuff from the Asian dealers often. However, when I eventually calculate the total cost of the item, exchange rate, shipping and duties / brokerage, I find it's often not really all that much cheaper than buying stuff in Canada from a dealer (like airsoftparts.ca).
The real down side though is when you have a problem with your orders. Whether it's a defective item, missing / incorrect item, you often spend days on end corresponding back and forth with them. The better ones like Redwolf have great service and short response times from people that can actually speak English. For many of the others, you'll have multiple emails from different reps in horrid Engrish with conflicting info. It can be a real pain in the ass.
Bottom line for me is this: if I need something, airsoftparts.ca is my first stop every time. If it's in stock, it gets ordered right away. If not, then I check the other Canadian sources. Only if they don't have any will I resort to ordering from Asia. Then, I usually will order a bunch of stuff that I need at once, because often it won't cost extra shipping to add a few more items to the same package. Then it becomes worthwhile to shop overseas.
One exception to this is ebaybanned. Sometimes, they have crazy low prices on stuff that just can't be beat. Since shipping is free, I just have to get it there.