When I brought mine up to Canada; customs didn't even bat an eyelash about it. They did stamp my bill of sale with the customs stamp.
I'm just not sure what the current situation is going to be like. There was a recent ruling in Quebec that made subscribing to American signals "Not-illegal." Previously it had been illegal; until somebody challeneged that with the Canadian Charter of Rights. One of the rights is to freedom of media.
So, I would think that customs would care less about it; as long as it is declared correctly.