My partner and I just moved the other way -- Tucson and Seattle to Ottawa. I think your decision depends on cost vs. convenience. If cost is the primary concern, your best bet might be to drive down to Vermont and ship your stuff via UPS. They have pretty good rates for books and such. If you ship from Canada to the U.S., though (or vice versa), UPS will hit you with a huge "customs clearance fee." A shipping company will help you clear customs, but their shipping rates take this into account. Really, customs is absolutely nothing to worry about and you don't need any help with it -- as long as you keep a list of the items and they're all for your personal use, you'll be fine.
You might also check and see if Amtrak can send your stuff to Phoenix. Again, you'd have to drive down to the nearest station in the US, but they have good rates per flat and you can put a huge amount of stuff on them.
If money's not an issue, though, the shipping companies do make it easy (unless you lose your stuff, or they damage it, or you incur extra costs for overweight, ...etc.)
Good luck -- and enjoy the sunshine down south!
