It depends on your carrier. Is Rogers still the only iPhone carrier in Canada? Are you with Rogers? If yes, then activate via iTunes. If no, then you would probably have to jailbreak/unlock, (if that's possible; iPhone Dev Team has yet to LIBERATE the iOS for the iPhone 4)
+1 ^^^ Applejuiced... (I believe the new iPhone 4 uses the Mini-SIM or Micro-SIM card)