Yeah, I'm pretty sure we don't come close to London for living costs. Compared to other places in Canada it is getting expensive here. One way around this is to live in one of the smaller towns around Calgary, especially if you don't work downtown.
Definitely do some research into jobs and a place to live first before showing up in the country. Many seem to just think of Vancouver or Toronto when they think of Canada, and those places aren't where most of the demand is anymore. The company I work at has plenty of immigrants and we're hiring more all the time, but companies in Toronto are laying people off.
Job power tipping to the West
As mentioned, however, there isn't as much demand for pilots.