Yes, it is possible to buy an iPhone without a data plan in Canada*. Rogers/Fido stores might refuse you because they don't get as much of a commission, but you can order it over the phone with no problems.
* I read something on another forum today that this was changing, however, and data plans would be made mandatory for iPhones... so if you want one without a data plan you might want to look into this rule change.
Edit: here's the thread: http://howardforums.com/showthread.php?t=1527618
OK thanks....looks like I may need to get an iPhone very soon if I want one without data. That post said effective today(yesterday) though, so is it already too late???