There are advantages and disadvantages to each.
Do you have citizenship in either country? U.S. citizens are prohibited from transmitting in the U.S. using a foreign license. As well, Canadian citizens are prohibited from transmitting in Canada using a foreign license.
What sort of privileges are you looking for? I don't think there's much difference between the U.S. Technician license and the Canadian Basic license. Both are essentially VHF/UHF and above.
However, if you qualify for the Canadian Basic with Honours license (80% or more on the Basic test), you will have more privileges on HF than the U.S. Technician license does. The Canadian Basic with Honours covers more or less the same frequencies on HF that the U.S. Extra license covers. Power limits are lower, though.
You will need the Canadian Advanced license to set up a repeater in Canada or build your own radios. In the U.S., you can do that with any class of license.
Either way, you will need a local address. The U.S. system allows you to have a call outside your call area (so you could have a vanity KG2 call in the 7 call area); Canada requires that you have a call located in your call area (so you will have to have VE3 / VA3 in Ontario, for instance).
Canadian callsigns are good for life, U.S. callsigns are good for 10 years and then must be renewed (currently free of charge).
The Canadian Basic test is 100 questions from a pool of 960. You need 70% to pass, 80% for Basic with Honours. If you don't get Honours when you first take the test, you can take it again. The Canadian Advanced is 50 questions from a pool of 540. The U.S. Technician is 35 questions from a pool of 420; the U.S. General (which will give you HF) is 35 questions from a pool of 450; the U.S. Extra is 50 questions from a pool of 750. All pools in both the U.S. and Canada are multiple choice.