Based on my experience sending out from Israel over a thousand parcels with tallit, tzitzit, tefillin, mezuzah and other Judaica items, I can say it’s extremely rare for U.S. Customs to charge duties. However, I would estimate that 5%-10% of the packages we send are taken in to Customs for an inspection, which can delay shipping by 1-5 days. Very occasionally they will hold a parcel for weeks. The same applies, more or less, to our Judaica orders sent to Canada.
Europe is another story. Britain can be somewhat arbitrary and is more likely to impose duties. And Germany will detain just about every parcel we send from Israel unless we put a copy of the receipt on the outside of the package.
Likewise, with packages sent to the U.S., Canada, Europe and elsewhere, we always try to place the receipt showing through the clear plastic bags that contain the tallit, because if Customs decides to detain a package, it is my understanding that if they have to start opening up packaging to find the receipt, that can add several days to the inspection process.
In the case of large orders (e.g. $400-$800) sent to Europe, our shipping clerk makes arrangements to have the package stamped with a EUR.1 certificate, declaring the products were made in Israel. This helps ensure that customs authorities allow the package to be delivered duty-free, or in the worst-case scenario, at preferential rates.