Other than additional shipping charges if sending for repair I don't think it matters. The warrantee still applies.
I don't think there are any grey market distributers for Sony ereaders because AFAIK they don't have a strict authorized distributer policy.
Personally I would get someone to pick one up for you if you know someone going to Canada as the only companies shipping to the states seem pricey.
If you know someone living in Canada, you could order one using PayPal and have them mail it to you (probably $20).
I am waiting to see if they sell one with the lighted cover before Christmas or a good sale but I will get one eventually no matter what
Don't need it, but will be my Christmas present to me.
Helen