Current Canadian at a US school here. Can't speak much to working as an attending physician in that situation but I can offer some insight for residencies. This is just a quick overview, however, of what I know/understand so far.
As far as residency goes, going for a US residency is more likely the better option. Being in the US, you'll be taking and making all the examinations, rotations, and connections you need/want for your specialty and the NRMP match. But, the caveat is that if you are not a dual citizen or permanent resident, then you'll need to ask whichever programs you apply to for a work VISA since you are "applying for a job" as a resident. That part is tricky because some programs do not offer them, some do not mention it unless you ask, and some might rather take a US citizen over the paper work that comes with you (this last point is just speculation from me, haven't seen any actual evidence of this). It's also a little complicated by the fact that there are 2 VISA options: H1B and J1. The former is much better for working/living the US and though the latter is not terrible, you'll have a 2-year requirement to either return home or work in an under-served area after training. The upside is that Canada recently took away their J-1 limitations; before, they only offered a certain number of J-1 VISAs for certain specialties to Canadians abroad in order to meet Canada's quota for that specialty.
That said, the US is still likely a better option than going for the Canadian match depending on your specialty of choice. If you want something competitive, it's best to aim for the US, otherwise Canada could be another option as viable as the US. To make yourself competitive for Canada, you can do some away rotations at institutes in Canada and establish yourself there. Otherwise, you'll just apply for CaRMs and NRMP simultaneously in 4th year. Just know that the Canadian match results come out first and if you match with CaRMs, the NRMP will be notified and you'll be pulled out of the US match process; there's no picking between the two! I do know of one person who did his interviews in both Canada and the US for neurosurgery and in the end, did not rank any Canadian schools and matched in the US instead.