I may have read more into the original question than was intended, but the usual discussion for Canadians inevitalbley ends up with the questions about tax-exempt status.
In onder for a Canadian to take a job overseas and not pay Canadian income tax, he or she must essentially sever ties with Canada. This means no bank accounts, no kids in school, no wife at home etc. You are still allowed investments, but you need to convince the government of Canada that you have left the contry to pursue your new job and do not intend to come back.
That is the short version. The form I referenced above is the long version.