I moved here 5 years ago after 18 years in Asia. Grew up in DC and spet my first 26 years there.
Income taxes in Canada are probably 3-5% higher than NY or CA. But you have far fewer healthcare incidentals, so it generally evens out.
AS far as the quality of healthcare, it is great. There are some wait times imposed by design, but they are not onerous. I think people in the US imagine that wait times == LA County Hospital on Saturday night, and nothing could be further from the case.
Housing in TO or Van is expensive. Elsewhere is quite reasonable, depending on what your income is.
Obviously fewer guns and better gun laws means Canada is much safer.
There are very few if any noticeable differences initially. I would say that Canada, as a culture, is much less competitive than the US. This is true of most developed countries. Despite hockey being the biggest sport here, you'd never know it if you didn't turn on your TV. It is not nearly as big a deal as the NFL is in the US. This might be because sports in general in Toronto, where I live, suck.
What I don't like is this censorious politesse that pervades many conversations. "The Truth" is this assumed body of left-of-centre platitudes that often have no basis in fact. There are many good ideas that came from Harper's, "reign". But you'd never hear your garden variety Liberal voter tell you that. Annoying. But this is the case in the US.
Multi-culturalism works here. 50% of Toronto residents were born outside of Canada. 22% of the entire population are immigrants.
Your best bet to get PR is as a student. Good luck