You can get crappy stuff for very cheap at Canadian Tire, K-Mart, etc. If you want to get a high-quality tent, stove, sleeping bag or sleeping mat, M.E.C. is probably the best place in Canada to buy it. M.E.C is a co-operative store. They aren't trying to make profits on top of sales. They also take advantage of volume of sales, so their prices are very reasonable.
Members also get periodic profit-sharing refunds if there is any extra money left over.
M. E.C. also has a mail-order service. The Hostel Shop is a good place to buy outdoor gear, because M.E.C. does not stock every brand of equipment. They also have mail-order. As far as clothing goes, you would do well to not spend tons of cash on nice new pants, shirts etc. Mark's Work Wearhouse sells quality stuff like pants, socks and pile outerwear for reasonable prices.