Keep in mind everything is more expensive in Canada too, cost of living, rent, food, everything. Forget about buying a house in Toronto, Vancouver, etc... the market is just retarded. You can still find some decent housing in places like Calgary (and we get chinooks in the winter that make winter more bearable, Edmonton doesn't get them) and Edmonton, but again, most people pay more in rent than people do in mortgage payments. Wages are higher here than in the States, but when you factor in the cost of living, it doesn't really matter. I was born in TO, have been back a couple times, but have never liked that city. I find it dirty, congested and expensive.
A new start is nice, but if you don't fix the problem, all the moving in the world isn't going to help you.