I'm not shipping Lego, but I figure with the vast number of people shipping sets around the world that maybe there was someone out there that had sent a large package internationally and could give me some advice.  It looks like UPS has the cheapest rate (a little over 200 for 5 boxes at 40 lbs each), but I've heard about some other places that may offer freight rates, like DHL.  Thanks for sharing your experiences!

I would try a trucking company like Redaway (http://www.reddawayregional.com/). They may even be able to band it to a pallet for you at their office. 

I checked them out, but it appears that they're only on the West Coast (or at least their locations that ship to Canada).  Thanks though! I hadn't heard of this company at all before now.  If they spread out to my end it'll be worth it to check them out.