According to this list:
http://money.cnn.com/2005/06/21/pf/costliest_cities/

the big cities (Toronto, Vancouver, Montreal, Ottawa) are in the top 120 most expensive cities in the world.

However, outside of those cities and in less populated areas (up north) you can get a very nice house for relatively low cost. I think it's pretty cheap to live out east (Newfoundland, Nova Scotia, New Brunswick). Getting more expensive in the west (Alberta) because of the oil boom, but jobs are plentiful. Overall, you pay more for things like booze, gas, and smokes, and taxation is more than in the US.

Don't know about the driver license thing.