What about the duty free shops when you drive over the border? Can we buy there and then just leave it in our cars at BUF airport to bring back when we cross back into Canada?
Sure, we do this all the time! I must also tell you that there is both a duty free shop when exiting Canada, and a different one when exiting the US. Most of the times, simple hard liquor is cheaper on the US side (vodka, tequila, rum, ...). For fancier stuff, it varies. We've gotten tremendous incredible prices on some high end hard to find scotch bottles on the Canadian side. We rarely bring back wine so I can't help much on that... Most of the time, we stick to hard liquors for drinks, scotch, and sometimes champagne. For example, I get Tequila Patron silver for 35$ (US duty free), here in Quebec it's 75$ for the same bottle, and the Canadian duty free sells for 45$.
I pays to know your prices, and to be math savvy, since bottles sizes at duty free are often 1L or 1.14L, so if comparing to 750ml at LCBO, you need to adjust.