Free shipping is a great option if you happen to live in the country from which a product is shipped. Shipping across the border can significantly increase the price of an item. Many of us will drive across the border (From Canada into the US) to pick products up at our US mailboxes. Have you ever done this? Is it really ever worth it?
It depends on what you'll save on shipping costs. When it's cheaper to just drive across the border and get your stuff then you can do that. There are some stores which offer free shipping for all their customers worldwide but I think the shipping is included in the price they sell that product at. It would be much better to take a look around at your local stores. Compare the prices against what you'd save buying online then driving across the border to get it. If the difference is insignificant it would be much better to save your time and buy 'loca'l instead because time = money.
According to me that can only be done when something is there when we have no other choice and we are finding a product specifically on the website then it can be worth spending that amount of money but if your gonna pay a lot on shipping which costs more then the product then it shouldn't be purchased in my opinion.
I haven't done this but I dealt with buyers who've done similar actions. I have an online eBay store and I sell a lot of products internationally. I had many buyers in Germany, South Africa, and Canada inform me of a USA address to ship their purchases to. Basically they are using a mail forwarding service that allows them to buy items here in America and it is sent to their location after a mailing request is put in. It is worth it if you are trying to find ways to save on shipping fees, especially when buying low cost items from American stores.