It depends - where the seller is, what shipping company/options used and where it's being delivered.
I've gotten bits in quickly - 3 days from the UK - but I did pay for expedited services via FedEx (pricey!) which included pre-customs clearing and tracking. I'd reccomend going for courier w/tracking for anything of value.
Things coming in from China can be 3-12 weeks, US Stewmac orders can also take a while (6+weeks).
In Cape Town, I know that a contact at CapeMail (where our customs clearing happens) can occasionally help get things moving this side.