I've lived in Ontario, Quebec and British Columbia and commuted to work in several other provinces and states south of the border.
There's winter and there's winter. Winters in the northern parts of the provinces are brutal unless you get into them. By that I mean downhill or cross-country skiing, snowmobiling, ice fishing, etc. Then you might even start to look forward to them. People in the most southern parts of BC and Ontario who complain about their winters are wooses. It lasts a few months, a lot of days are nevertheless beautiful and then the weather is the best in the world for three seasons. I've shivered in -30 degrees F in Prince George, Thunder Bay and Timmins and I've baked in 110 degrees F in Houston, Atlanta and Mobile. I'd rather shiver. Be aware of the phenomenon of microclimate. Weather can be more or less enjoyable in places that are only a half hour drive apart. I'm thinking particularly about the Okanagan and Niagara Peninsula.
Alcohol prices suck and sales are controlled by government who cream off lots of revenue. Governments also generate a lot of their revenues from casinos and lotteries. Taxes are higher than in the US but have come down considerably over the past 10-15 years. Fuel and food prices are a little higher than they are in the US but a lot less than in Europe. Housing is a mixed bag. Stratospheric pricing in Vancouver and Toronto but more reasonable and historically stable in the outlying areas. The medical system needs to address wait times but the quality of care is good. The general population is much less religiose than in the US and attitudes are much more liberal, albeit regionally. Quebec is laid back about sex and BC is laid back about cannabis, for examples. Violent crime is low, especially outside of the big cities.
Best thing about this country is its freedom. You are freer here than in any other place in the world.