Your question has two parts: To answer, buying the gun is perfectly legal. Importing it is a bit less so.
And Hectic is right, there's no money to be saved by buying from the States anymore, now that the market is in full swing here in Canada. Shipping, duty, GST/HST, and brokerage fees will more than obliterate any savings on the retail price.
Get age verified and buy a good used gun from the Classifieds if you don't want to pay retail.