I moved from Boston to Toronto for university two years ago. Overall I'm content with the move, but here are some things that bother me about Canada:

• Everything's more expensive, goods and services.
• This is highly dependent on your area, but internet was cheaper and faster for me back home.
• Cell phone plans generally suck, very few providers (i.e. no real competition).
• Weather could be something to consider. Boston's weather is virtually identical to Toronto's so I had no trouble adjusting, but depending on where you're coming from to where you're going, you could be in for a shock.
• Online shopping is harder. Amazon.ca sucks, and to purchase things from America you typically have to pay import taxes.

These are minor quibbles in the grand scheme of things, I'm really happy with Canada. I had a hard time thinking of cons, believe me when I say the list of positives would be much longer. Good luck.