If I was moving to Canada from abroad, I would probably move to Montreal. It's a great place to move to as an "entry point" until you get settled long term.
-Large, multicultural city
-Strong job market
-Reasonable housing costs
Downsides:
-Traffic. Not just busy... but really, really nutty drivers. (Excellent subway and commuter train system though)
-Weather. Really cold winters
As for folks who make blanket statements about weather, I think they're missing the mark. The country is just too big... the weather is dramatically different from one region to another.
If you don't like the weather, just wait 10 minutes... it'll change.
