Good to have you here, cfind.
Like many of the other Canadians here, my purchases are primarily funneled toward my regional (provincial) liquor board, which, in my case, is the Societe des Alcools de Quebec (or SAQ). I also peruse the Liquor Control Board of Ontario listings quite regularly, and buy there when something not available locally strikes my fancy (and when I'm able to). Trips south of the border to the U.S.A. inevitably also include liquor purchases. And I did manage to bring back some nice items from Scotland last year, too.
Though I'm somewhat envious of the sheer variety of whiskies (especially Scotches) that can be had in Scotland/England, I must say that the SAQ and LCBO carry a fair number of really good spirits... These organizations represent, after all, two of the world's largest liquor and wine importers in the world - no insignificant fact given Canada's relatively small population base and potential market.
The SAQ does a good job of bringing rarer issues to its shelves (witness past and recent listings for the Highland Park Earl Magnus, 1968 Highland Park, 40 Year Old Bowmore, 30 Year Old Brora, etc.). I only wish it would broaden its selection of whiskies from independent bottlers.