Which is the best Canadian province / city to live in in terms of job opportunities and affordable living?

Hi...I've been researching on immigrating to Canada and study in an Payroll / Accountancy certificate program soon. I intend to work in the Financial services / Accounting industry. Would Ontario be a good choice for me, given that there are already many job applicants? I have heard that Vancouver's only good if I'm working in the travel and tourism industry plus it's too cold over there.