Canada has a pretty good spread of game dev companies.
I currently live in Toronto and am somewhat shocked at the number of smaller studios around here. I currently live in Liberty Village, a small district within Toronto itself and I have discovered 3 small time studios within walking distance of my home. Rockstar Toronto, Ubisoft and Digital Extremes( just down the road in London ) are the big studios, but there are tons of smaller ones, like Capybara are here as well.
The other two hubs are Montreal and Vancouver. Vancouver is probably the largest job market for programmers, as there are some pretty major studios out this way ( EA Sports, Capcom, Relic, Radical ) and small studios like Ironclad and Piranha. The big downsides to Vancouver are a) there have been a ton of closures lately, leading to a difficult job market b) it's a hell of an expensive place to live... this is coming from a guy that lives in Toronto!
Finally there is Quebec. Montreal has some major studios and may in fact be the biggest. UbiSoft is the big dog here, but by no means alone. Eidos is big here, and many others have opened offices such as WB Interactive and Bioware. There is also a major expansion going on in Quebec City. I can tell you though, from first hand ( although seriously out dated ) personal experience. If you don't speak french, don't bother.
All that said, if you don't have prior experience, you are going to have a hell of a lot of difficulty getting a work visa here. First off, you need a company to sponsor you for a work Visa. If you are an experienced developer, this shouldn't be a huge deal, but if you are fresh out of school, why would a company go through the PITA of sponsoring someone when they can hire locally? Next, you need a degree, or possibly a huge amount of work experience, but I believe there is still a degree requirement. Of course, you could come here, get a SIN then apply for jobs like any others. Warning though, you will be taxed heavily as a foreigner.
A lot of this depends on your country of origin though. If you are in a Commonwealth country, things get a hell of a lot easier.