There have been lots of Microsoft Stores in USA. But there is no one in Canada. The good news is that the first Microsoft Store is coming.
Yorkdale Shopping Centre, is the place, There will be a Microsoft Store there:
Yorkdale Shopping Centre
Unit 305, 3401 Dufferin Street
Toronto, ON M6A 3A1
From the following official website shot, the opening date will be November 16, 2012. I think it will be a big date for Canadian Microsoft fans.