Well, here's my opinion:
When I got into the grey market game, I was scared stiff. Was I going to lose my money, would the RCMP show up at my door, was I going to end up in jail.....etc, etc.?
The person from whom I bought my hardware told me to "think of it as an temporary investment in entertainment". In other words, if you want Canadian TV bad enough, for whatever reason, go for it, but keep in mind it could end at any moment, and if it does, you will be without recourse to get your account re-established. Or, it could go on interrupted for years. There are simply too many variables to predict whether someday they (the FCC, the CRTC, the provider) will clamp down to the point that grey market will cease to exist. Suffice it to say that you are not breaking any US laws (that I know of) by subscribing to Canadian satellite TV. Of course if you attempt to procure service without paying for it, then you put yourself at great risk. But if you're a paying customer, and I'm talking about with Shaw, and you don't give them a reason to disconnect you (such as connecting your receiver to the phone line), they will likely leave you alone.
All my fears were several years ago, and I'm still watching Canadian TV, and my credit card is being billed each month by Shaw, and once-a-year by my broker. But I'm still mentally prepared that one day it will go "dark" permanently for any one of a dozen different reasons over which I have no control.
I would strongly advise you to investigate the broker's practices before making a commitment. You want someone who will set you up with automatic billing to your credit card and paperless billing. Of all the horror stories I have read, it's always been a case of the broker who promised to pay your Shaw bill (after you paid them) that go down in flames. Plus, they always seem to be enterprises that blatantly offer grey market service of the American satellite providers to customers in Canada.