Since Canada also uses the ATSC standard, you should be able to use
this box from RadioShack. At $90US, it's the least expensive receiver around. Don't know if you can find it in Canada though.
An alternative is to use a PC HDTV tuner card which gives you PVR capabilities. They're available for $100-$150US. I have the
Avermedia A180 and the
Dvico Fusion HDTV3 Gold. The Fusion HDTV5 has the latest and greatest tuner so that will be the one to get. Both come with crappy application software but work well using MCE 2005.
You can get more info about HDTV in Canada
here.