Not sure if you intended this to be answered north of the border, but it will likely be cheaper to carry stuff home. US border officials don't seem as tax-and-Duty-obsessed as Canadian ones are, and shipping will probably cost more than the "extra bag" fee unless you're talking about car doors or something.
I'm not sure there's all that much to buy in Whistler except ski-wear and drinks for ski-bunnies. Have fun and don't break a leg!
Mark
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