One of the hardest parts of any project is finding just where to get the pieces you need. Americans have it easy thanks to McMaster Carr, which, if you're lucky, will offer same day delivery (looking at you Charles <.<) or Amazon Industrial. None of those ship to Canada....except to existing customers in the case of McMaster.
So, how do Canadians get supplies to make...well, anything? It depends what you need, and how quickly you need it.
Most of the sources are included in the materials sources on my side-bar, but I thought it would be a good idea to make an actual post about it. I'm not paid to write about any of this. If you have other sources, feel free to leave them in the comments!
I'm in no Hurry and I don't REALLY care about quality
Ebay and various direct-from-china websites have everything you need, including a jet engine or two, probably. Thing is, you're pretty much guaranteed to wait at least a month for it (even if the ebay estimated delivery says in 2 weeks, it lies), and then 1 or 2 out of every 3 items might not work, or work a very short time, or get to you broken. I used to also buy from Aliexpress, but they don't accept paypal anymore... and i'm not ready to give my creditcard number to china just yet.
I want quality stuff/I need it in less than a month
If you want electronic parts, the regular American sites do ship to canada. Sparkfun, Adafruit, and Pololu are all very good sources...Adafruit and Pololu in particular since they have tutorials. Not only that, but the usual, more engineering-oriented sites work too. Digikey has a canadian website (Digikey.ca), and element 14/Newark ships to canada.
For electronics, Canada has a few shops of it's own too. Robotshop and SpikenzieLabs, for instance, are both based in the Montreal area.
If you need anything related to RC, motors, batteries, and such, Hobbyking's where you'll want to go. Their parts have been used in everything, from silly go karts, to Battlebots, to powering, and then blowing up with, MIT's rocket (not the batteries fault. after 4 tries you'd think they'd find out how to do a proper recovery...) I know some people wouldn't consider Hobbyking to be quality, but it's really the middle ground between very expensive quality and cheap piece of crap.
If you want mechanical parts...well, good luck. Misumi USA does ship to canada (along with being VERY expensive. 67$ for a 250mm long 8mm leadscrew with 2 starts? i'll buy 4 from china and hope one is actually straight and made of metal, and only pay 30$ TYVM) and when you really need it it's there. Surplus Center ships to canada, and also kind of have a Canadian equivalent called Princess Auto. Fastenal is there for all your fasteners needs and is getting more and more products trying to compete for the hole McMaster left in the canadian sources, as is Ackland-Grainger.
Also, amazon.ca has some stuff.
I don't need no electronics or tools, I need raw materials!
Getting raw materials in canada is so hard, unless you're a company, or willing to pay (and have the space to store) 1000$ worth of steel or aluminium at once, no metal selling companies will want to talk to you. Some machine shops do sell in small quantity, but in my experience they tend to see you as a nuisance more than anything else.
Enter Online Metals. Want 0.5" titanium plate? You got it! Need C385 brass flat bars? got that too! Tool Steel? of course! 1100 Aluminium? Unless you want to make something out of actual Inconel, they'll have everything you need. While they have aluminium, I wouldn't recommend using them for aluminium. Instead, go to Aircraft Spruce. Because they are canadian, they don't have the antidumping tax american companies (like online metals) might get hit with. They are also a good source of carbon fiber, glass fiber, and epoxy. Both also sell plastics.
If you don't need wide sheets of metal, Sidecuts might be a cheap source too.
I want cosplay/Artsy stuff
Canada has a good source of cosplay supplies, although I can only really mention the ones I've used.
Sculpture Supplies is my source of Smooth-On products, but they have everything related to sculpture; tools, materials, Worbla. But finding something on their website can be hard sometimes if you don't know the exact name of the product you're looking for.
If you want EVA foam, there's only one place that sells REALLY great EVA foam. TNT cosplay! (they also have Rytlock Brimstone on their main page, so why WOULDN'T you want to buy from them?)
Then go look at websites! Try finding blogs or youtubers that happens to do something related to what you want to do.
Evil Ted Smith