IPhone is locked to AT&T, so if you have roaming there, it'll cost you the roaming per-minute charges. You can't just buy another SIM card and use a local provider. If you unlock the iPhone, which is possible, the next software update will mess it up, Apple doesn't like people unlocking the iPhones (to say the least), although it claims that this occurrence isn't deliberate. Yeah, right. So, that's also something to consider.
Do providers even lock cellphones in Canada? They don't in Europe, for example, and most of the rest of the world.
The usuals, whatever I post is my opinion, yaddayaddayadda. I'm still learning this, so if you listen to me, well, good luck to you :)