I spent the first 25 years of my life in NY, specifically, Long Island.
I lived in Calgary, Canada for 6 years after that, and have now been living in Toronto, Canada for the last 6 years.
The two countries are vastly more similar than most people would like to admit.
The opportunities are similar if you are in a city, in my opinion. If you have a university degree, you'll have the same options. I can't speak for non-urban centres.
The housing market is more expensive in Canada. Even though my parents live on Long Island in a fairly affluent area, what they can get for $700K vs what you can get a similar distance from city centre away in Toronto is much bigger/greater/has more.
I don't know why so many people say Healthcare in Canada is bad. It has its issue - all healthcare systems do - but it's damn good. Anything I've needed, I've gotten and I love my family doctor. It was odd not having to pay the first time I went to the doctor. I've heard horror stories on both sides of the border...the US' system isn't horrible if you have a full time job with benefits. But I do prefer the Canadian system - because I believe all people should have healthcare, not just those with full time jobs and benefits.
And before you ask, I have had a full time job with benefits since I was 23 years old, with only a 1 year break while I went to do my MBA...so, no, I don't prefer Canada simply because I'm a person who doesn't work full time. I work full time +.
I also prefer Canada because it is quite diverse. Coming from NY, a fairly liberal state with a lot of people, I thought I understood diversity. But living in Toronto, a truly multi cultural city, I learn new things about different cultures all the time - it's not such a heavy focus on Italian, Jewish and Black - but on everyone. We have a little Portugual and little Lithuania as well as many others on top of the usual Little Italy/Chinatown.
As a general rule, Canadians are more laid back, friendlier. That's not to say that Americans aren't too...I have so many friends and family there and they are all wonderful people! It's more about the atmosphere when you're out and about in the city and such - it's OK to make eye contact and smile. That said, not all of the time - Toronto is still a big city - but it just has a friendlier vibe than Manhattan or San Francisco. And Calgary, being smaller, is even friendlier!
Regarding weather - there is no rule. We're talking about very large countries where the weather across them in both directions is vastly different, let alone crossing the border. You can't assume because you're in Canada it's automatically cold. Vancouver has the same weather as Seattle - it is rainy but not cold. You rarely see snow. Calgary is VERY cold in Jan/Feb. Toronto's weather is very similar to lower NY - you don't get as much snow as upper NY, it's hot and humid in the summer, cold in the winter. My best friend lives in Chicago...my Toronto winters are much warmer than hers.
I miss my family, but I'm not that far away...and I love Canada. I feel more like a Canadian than an American and that's why I stay.