I live 1/2 hour from Halifax, not the bustling Metropolis like T.Dot but big enough, and I have basically no place to listen to most of these headphones. There is a high end audio store here but they only carry the more expensive Grado's, HiFiMan's, Sennheiser's etc...
If your 10 hours north of Toronto then I'd say the chances of any of us suggesting a store for you to audition headphones is probably slim.
Don't take that the wrong way, get on Google and locate the nearest Music Store and see if they have any headphones for sale.
You can always do what the rest of us do who can't audition headphones, figure out what you want.
1. Open or Closed (Open are not really good for outside or any noisy environment, Kids, Loud TV, People that just won't shut up :) you get my drift.)
2. On-Ear or Over-Ear (Over-Ear are usually more comfortable)
3. Portability (If you want to take them around with you then 1 & 2 factor a great deal into this.)
4. Easy to drive. (Don't buy 300 ohm headphones expecting them to be used with a 3rd Gen iPod nano, you'll need an amp for them to sound their best.)
After you have all this data figured out.
Get up onto the Manufacturer's websites and select models that meet the criteria.
Compile a short list of what you like in your price range.
Read all the reviews you can get your hands on about your selected models, take 30% of them with a grain of salt.
Remembering that what I hear and find great is NOT necessarily what you will find great.
Then you have to find an online retailer to buy them from, remembering that Grado's, Sennheiser's and most other big brands cannot be shipped to Canada from US online retailer's. You'll have to check with each retailer to see if they will, and not charge you an exorbitant shipping fee.
AVShop are a Canadian member on the forums here and carry a great selection of Headphones.
Headphone Bar in Vancouver, my E17 came from them.
B&H Photo Video out of NYC, I bought most of mine from them. (Some can not be shipped to Canada)
Then there is eBay...
I have personally bought all my headphones online, unheard just from reviews and mostly availability.
Except for the JVC HA-RX300 & TDK MT-300 which XSCargo was blowing out the door for $9 and $6 respectively and you get what you pay for in regards to these low ball gems.
Welcome to remote Canada and the pleasures of non auditioned Headphones!