In Canada, I find that shipping is usually akin to robbery, which is why I trawl the sale forums here daily. Not that I have anything to buy (yet), but just to see the going prices.
B&H isn't so bad when it comes to shipping. $20 sounds reasonable for a headphone box, but when it's UPS... Brokerage fees will get you. It's just not cool. eBay is almost useless, since nobody sells anything more obscure than Sennheisers.
Local stores don't exist. Well, they do, but the prices aren't terribly great.