Re: Flying training, many questions!
I would pick a place before deciding where to qualify!
It's not that hard for Canadian pilots to convert to US, but it's not that easy the other way around (I'm talking CPL level here, or ATPL). As for FAA vs JAA, you're looking at having to do most of the flying tests (but not all of the training, there are dispensations) and written tests. Things "can" become a bit easier once you have a full ATPL and a few thousand hours on jets, but that won't be your case. There are plenty of threads on this, get searching.
If you're not bothered where you'll end up, Canada is a BIG country where small planes perform a vital role. Get a float rating and you should be able to build hours (or get an instructor rating, build hours, then get your float rating).
If you're not a US citizen or green card holder, don't even think about it. Working visas will be next to impossible to get given the number of unemployed pilots.
P