Use the word "heavy" at the end of your call sign on the initial contact with ALL Canadian ATC freqs incl ground. After the initial call it can be dropped.
Transport Canada Aeronautical Information Manual TP 14371 CHAPTER 5.8 refers.
Outside of Canada the NAV Canada AIP (ICAO) provides guidance:
Differences from ICAO Standards,Recommended Practices and Procedures
Table 1.7 Part 1 Chapter 3 3.7.3.1 c):
In Canada pilots are not required to read back runway in use , altimeter settings or SSR codes. Transition levels are not issued.
Outside of Canada then, there is no requirement to say the word "heavy".
The TC AIM and Nav Canada AIP can be downloaded from their websites.
If you want to know the international language of aviation, which is completely different than the language spoken in Canada by Canadian pilots, you can download CAP 413 from the UK CAA at
http://www.caa.co.uk/docs/33/CAP413.PDF. (It provides a section at the end which advises the UK differences from ICAO). No similar document is published by the Canadian regulatory authorities which is one reason why most Canadian R/T is non-standard compared to the rest of the world.
It is worth noting the word "point" doesn't exist in the international language of aviation as given by ICAO - as in "oudda three point five for four". What you say is "passing altitude three thousand five hundred feet climbing to altitude four thousand feet".
Also you don't request the "altimeter setting" from ATC as they are likely to come back and ask which one you want .. the QNH, QFE or QNE? Most places in the world you will probably want to request the "QNH".
I haven't referred to the USA - they do their own thing no matter what country they're in.