If you are asking about online retailers, I have personally bought from cdw.ca, frontierpc.com and ramstore.ca and I can give you my take on them if you like.
With all three, I received my orders in good order and without much hassle.
cdw.ca is sometimes a bit more expensive but they have a pretty wide selection. Of the three, I was most impressed with cdw's customer service. I placed my order and a representative actually called me within 15 minutes to confirm and make sure everything was good. If nothing else, this made me feel like my business with them was valued. My last order from them arrived in two days with express shipping, which made me quite happy since I needed it quick - fast shipping was a bit costly with them though.
frontierpc.com also has a lot of stuff on their website. Sadly, since my last order with them they seem to have removed some of the enthusiast type gear they used to carry. I would have bought from them again but they didn't have any of the stuff I was looking for. That being said, when I ordered from them I was wary but I received my order fairly promptly (1 week, BC to Manitoba) and everything was on the level in the end. Personally, I do not find their website very user friendly for shopping.
ramstore.ca was a place I just recently bought from. I was looking for a Thermaltake Toughpower 850 and there were only a few places to get one from in Canada. Of those, ramstore was rated higher by shoppers in PriceCanda than the others. The prices were competetive on what I was looking for and being in Alberta you save a bit because you don't pay any PST. For certain items I've looked at, they have very good pricing actually - I ordered my Striker Extreme locally and paid over $500 (expected), I later noticed on ramstore.ca the board is listed at only $410. Unfortunately, they do not have a terribly wide selection. Anyways, my order arrived in 2 or 3 days and express shipping only cost me $5 more.
I typically order from a local place or from another place here in the province but occassionally have to go elsewhere for something specific. I think, if you want a whole system and don't want to "do it yourself" you'd be better off buying local. Still, these are my experience with a few canadian online retailers, hope it helps.
-dolynick