Depends on what it is, how heavy/bulky it is?
If you are going to top the $1k mark get onto a customs broker and get them to get you a rate they will also then handle import paperwork, duty and GST etc. In my experience they will be as good or better to deal with than trying to deal with the freight companies direct unless you are worth lots of $$/year to them (they screw little guys 4 fun).
Depending on source country in the EU and parcel style I also simply use post, even when sent "surface mail" it generally gets sent air standby based on my timing (2-3 weeks for most). Downside there is if you cant fill out the customs paperwork yourself you still need to engage a broker to do it for you anyway and freight or post can be fairly similar in price.
And before any want to be "experts" chime in make yourself aware of the extra costs associated with importing such as transfer fees, duty, gst, brokers etc when deciding if it is worth it. :)