There are all kinds of Canadian Whiskies that are not exported to the US or not exported in any significant quantity.
I haven't tried many of those since they don't make it down here, but some I would try if I were up there:
Canadian Rockies 21
Hmm I am not sure what you can buy here thats not already sold in US for a lot less (well import Belgian beers are now cheaper here in some cases)
I am not sure which province you are visiting but if you can find I would recommend 30 year old Alberta Premium. Just amazing for what you pay.