Visa produced a best practices guide for US e-commerce merchants doing business with Canada, which I thought I'd point out. There's a lot of content in here, including information about the Canadian market and various laws and regulations to be aware of.
Chapter 10 is a section about Fraud prevention in cross-border transactions, which I contributed heavily to before I joined Vindicia (pages 10-5 through 10-6). http://usa.visa.com/download/merchants/Visa_e-commerce_cross-border_handbook-July_2010.pdf
Much of the information in that section was targeted at merchants shipping physical goods, so some of the items, like those about Payer Authentication and Delivery Address Verification aren't as relevant, but much of the advice is useful in tuning your fraud strategy to a cross-border initiative.
Let me know if you have any questions.
