Canada and the States is a different kettle of fish, since there is so much trade between the two and there is a FTA. Usually no customs duty simply GST (7%) plus PST (here in Quebec 7.5% on top of that), plus some handling charge, all based on the value converted into Canadian funds, which is the buyer's responsibility at any rate.
For other countries, the situation may vary. On the shipping end, the only thing required is a declaration of value, type of merchandise and the like. Should not pose a problem.
The one great principle to remember is "Get the money". Insist on payment prior to shipment. Moreover, insist that the buyer acknowledges that once shipped, the responsibility is his, so that insurance for the full value is required. Then, if you follow another poster's suggestion, you get into the problems with any discrepancy between the amount declared for customs and the amount declared for insurance. You may think it's fudging, the authorities usually don't look upon such a practice with such a generous perspective.