Welcome to the great white north! Now take off, eh ya hoser?
I can tell you that, at least in Ontario, you'll be fine with dual miles/km speedo - so long as it has kms, it's fine if they're the smaller numbers on the dial. You won't need to go through the Registrar of Imported Vehicles because it's more than 15 years old, however because it's less than 20 it will need an emissions test. (again, this is Ontario, may be different in other provinces)
I don't know about sourcing new headlights - I would think just re-aiming them would be sufficient. By side markers I'm assuming you mean turn signals? If so, don't worry about that, at least I didn't with my ROW 911 that doesn't have them.
No annual road tax, though I'm sure it's buried in our income/property/sales/gas/liquor taxes somewhere (welcome to the land of taxes...). No annual safety (though I'd argue it should be required), but you'll need an annual emissions test until the car is over 20 years old. There's talk of changing that law, but
AFAIK it hasn't yet changed. Insurance seems to be all over the place. I pay about $150/month while the car is on the road for full coverage on an agreed value policy (again, if Ontario, demand OPCF 19A from your broker, not 19, must be 19A) - you'll need an appraisal. Some guys are paying less, some more. Insurance in this province is a racket.
If you do decide to sell and buy another car, most of look to the US - prices are a bit lower, and the selection is vast compared to here. Importing is a pain, but do-able.
If you're coming to the Toronto area, there are lots of Porsche nuts, plenty of good Porsche mechanics and tons of events, including a weekly get-together, and we have one of the world's best racetracks in our backyard.