Where in Canada are you? I live in a small city without decent brick and mortar stores. We do have a few boutiques that I try to frequent occasionally but that can only be for a lucky find. Our Bay is hopeless. We have a pretty poor Winners.
So...my system is like this:
For most basics and essentials, I order online as Elizabeth P does, mostly from Banana Republic, GAP, and Zara. I can get a good fit there at least in some items. BR has decent essentials and Zara has fun fast fashion. I tend to stick with tops and jackets at Zara (with the rare bottom); at BR I have more flexibility.
Sometimes I also from Club Monaco and/ or J. Crew, because I like the modern styles and can get a good fit from those stores, at least now that I have a fair idea of my size. I'll also do online orders from The Bay and return for free in our (hopeless) store. Their website is the pits, but they do have a ton more there than they have in our store, and yet I can return locally. So it's worth it.
I will say it took a year's worth of ordering and returns before I got that sorted, but I'm much better at guesstimating accurately now, and knowing my body type, I have a good idea about what might or might not work on me.
I also spend about a day or two each year shopping in Toronto and/or Montreal in brick and mortar stores. (I live about equidistant between these cities). It is actually by doing this that I learned which sizes I needed from the aforementioned BR, Zara, J. Crew, CM. In other words, I tried on like crazy even with no intention of buying -- just to determine fit. I made sure my daughter was being taken care of so that I could have the alone time for a real shop.
In the past, when the exchange rate was better, I ordered about once or twice a year from the US and had it delivered to a "My US address (Kinek)" and then picked it up at the border. I tried on then and there, and if I didn't like it, I took advantage of free US returns. Of course if I returned it, I didn't have to pay duty.
At other times, I would save my shopping for a US trip. I usually go to the US at least once a year for a few days. If you're gone more than 48 hours you can bring back considerably more without duty charges.