Just because you can't buy it in Canada doesn't mean you can't get it.
For example, several etailers will ship you satellite radios. Namely,
www.tigerdirect.ca,
www.ecost.com,
www.etronics.com.
I've been wanting to get it myself because I feel Ottawa radio is crap. There are tons of stations but none of them play what I want to hear. But on Sirius there are at least four stations far superior to anything I can get on FM. While on XM there are two stations that I'd prefer over anything on FM.
I'm leaning towards getting Sirius. It's about $3 more a month then XM but it has more stations that I would listen to. The general rule about the stations is that Sirius plays more hits while XM has plays a wider range of music. For example, there might be a dozen more different Pearl Jam songs played on XM during a month then Sirius.