Thank you Cameron, good information!!!
It's written here,
A PAL or a confirmed Non-Resident Firearm Declaration or a Temporary Firearms Borrowing Licence (for Non-residents) is necessary to buy ammunition in Canada. Limited amounts may be brought into Canada with you. Please note that ammunition should not be loaded in a firearm when arriving at an entry point.
Natural Resources Canada (NRCan) is responsible for regulating the import of ammunition under the Explosives Act. Contact NRCan for information on how much ammunition can be imported for personal use. For information on how much ammunition can be imported duty-free, please contact the CBSA.How much can be brought through Canada. The reason I ask is, of course, I'm bringing a 16 gauge, if I go.
I found it, pretty easy web-site to navigate through,
http://www.nrcan.gc.ca/explosives/importation/9909A person is permitted to import up to 5000 rounds of small arms cartridges for personal use and not for resale into Canada without an import permit. An Import Permit is required to import larger quantities or if the ammunition is for resale in Canada. A person is permitted to export and transport in transit up to 5000 rounds of small arms cartridges without an Export or In Transit permit. An Export or In Transit permit is required to export and transport in transit larger quantities.