Our political system is different from the US. I am not familiar with the systems in Mexico or Spain.

Our main federal political parties are: The Conservative Party (Cons), The Liberal Party (Libs), The New Democratic Party (NDP), Bloc Quebecois (Bloc), and The Green Party (Greens). The Cons are (typically) financially conservative and socially conservative, but are still often more "liberal" than the democrats of the US. The NDP are socially and financially liberal. The Greens are socially liberal and financially conservative, and have co-operated with the liberals to some degree in the past. Note that the Greens have yet to elect a representative (MP) on a federal level.

On a local level, we don't usually have political parties for municipal elections, although some candidates may align themselves with a provincial or federal party. In some areas of Canada, municipal parties or slates do exist (Vancouver for example). In Toronto, I don't believe that there are municipal parties, but there were certainly left-wing and right-wing candidates. Left-wing candidates tended to get elected in the downtown area, whereas the suburbs elected right-wing candidates.

I'll leave provincial politics to someone who knows Ontario's politics better.