Jcooper:
I don't know all the FAA rules but; I thought a filed alternate was required when on an IFR flight plan in the US.
In Canada what you would do is : go to your clearance limit and at the clearance limit conduct an approach at the EFC if given , or Expected approach time if given, or upon reaching the clearance limit, then if you don't get in[ land] continue to your alternate at which point ATC will protect the airspace for 30 minutes which will coincide with the helicopter running out of fuel.
You can file IFR in Canada with out an alternate but the destination weather has to be better than 3 miles > 1000 feet ect.
You can also file to a VFR destination but the wx has to be above the minimum altitude that would allow you to get visual at the mea of your route.
In any case common sense should prevail in the flight planning stage and have your options figured out in advance.