I imagine most Canadian employers will not be able to employ without either citizenship or a permenent residents card. However the permenent residents status is not to difficult to obtain (compared to the US anyway) although you do need a minimum of a year in a skilled profession, more information here:
http://www.cic.gc.ca/english/immigra...lled/index.asp
One thing to consider when talking about US vs Canada training is that FAA certificates are quite easily converted to the equivilent TC certificates. I believe it involves a medical and some conversion questions, but
AFAIK it takes about 90 days to process. So if you intend to work in Canada and you still want to take advantage of a weak dollar and good wx in the US then it may be something to look into. FAA certs are always good to have, particually as unlike their JAA counterparts they never expire.