Buon giorno Ste88
I think you have answered your own question. Having experience of training both in the US (before 9/11) and Canada, I would rather recommend the latter for the reasons you mention. I also love Canada, and you'll find people there very welcoming to foreigners. Also, some European guys I know who trained in Canada do not seem to have had too much trouble finding employment afterwards, either as FIs or in air taxi/air ambulance ops. Plus the country is awesome!
Ciao! 