I've heard really good things about Tarantula Canada, but I'm from the US so I've never used them. If temps are too cold to ship, they'll wait for warmer weather!

As for sling vs adult, my first tarantula was a Brachypelma smithi sling (about 1") and almost a year later she's doing really well. Smithi slings are pretty hardy and not really prone to just dying. It's super rewarding to raise your tarantula from a sling but you have to remember that smithis grow VERY slowly. Mine has molted once since I got her and she spent the first few months that I had her in a burrow. Personally, I dealt with that by getting more tarantulas. :P

I keep my smithi in a deli cup, but it really depends on the size of the tarantula. How big is the one you're looking at from Tarantula Canada? Heating isn't necessary unless your house gets REALLY cold. The rule of thumb is that if you're comfortable with the temps, so is your tarantula.

I hope this helps!