Five years ago I married a Canadian a decision that I will never regret and moved to Toronto. We generally spend summer and fall there and winter/spring down south. Here are my lessons learned:
Taxation-Ramifications are immense. Consult a cross border tax attorney or you will be "hosed" coming and going.
Not nirvana-Canada has the same problems as the US, just on a much smaller scale. Local politics are entirely corrupt and statists have way too much power. They worry about all the wrong things.
Monopolies--There are several. Internet, phone, banking...the list goes on and on. Selections are limited and prices high.
Fruits and vegetables--forget about it. They are terrible at least in Toronto.
Immigrants--Immigrant communities are isolationist. They operate largely within themselves and with their own set of bylaws. Black markets thrive.
Canadians are wonderful people-People are much the same everywhere. But they are being overrun by Chinese and Indian subcontinent. This is part of their economic engine however. They are asleep at the wheel however. Their good times are basically because their banking systems survived the crash pretty much intact. Their personal debt levels are astronomical however. It will not last forever.
Working--I was told I could not work for almost a year. Luckily I had international business that kept me alive. Unions/closed shops are everywhere. If you run a business, employees will sue you at the drop of a hat.
Privacy-Amazingly, this is where Canada kicks the butt of the good ol USA. From a privacy perspective, their laws are much more strict and RESPECTED. Imagine that.
In general, the taxes and cost of living are too high. The cost of goods and services follow. The medical welfare system is hit and miss, but in general, is far better than that in the US for delivering standard basic services. Where it falls down is on services that are advanced or specialized. High end, specialized doctors have largely left for the US, where the paychecks are much larger. Funny how that works.
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