You'll get a lot of Ontario responses because most of the Canadian members on this board are from Ontario so I'm bucking the trend and would recommend Alberta.
Unlike the other provinces, there is a massive worker shortage here in Alberta. Workers are being imported not from just around Canada, but from around the world. There's quite a growing high tech sector, if that's what you're looking for, but there's also lots of other jobs, particularly anything connected to the oil and natural gas and Alberta is on the cutting edge of technology when it comes to those. Other posters mentioned that there's been a recent housing boom here ... well, it has slowed down a bit, but it is still growing and that's because there's tons of jobs here.
Living near Edmonton, I'm no fan of Calgary (it's a sports rivalry thing), but Calgary does have a lot going for it. It's much closer to the US border and to the mountains. Winters are milder then Edmonton with chinooks blowing in frequently. It has fantastic flight connections, and it has a large number of corporate headquarters. Yes, its traffic sucks (for Canada) but it does have a few outlying communities that aren't so bad (Cochrane and Airdrie are great places).
Housing prices are more affordable in Cochrane and Airdrie, but even in Calgary you're looking at considerably less then Toronto or Vancouver (expect $1mil+ for Vancouver, and you won't get much). Kelowna is also quite expensive for home prices.
Alberta is also cheaper to live in. There's no provincial sales tax and there's much more of an entreprenurial spirit. The closest similarities to Albertans would be Texans and those from Colorado.
While I'd love to recommend Edmonton, we're farther from the mountains here (3-4 hours instead of Calgary's 45min), our winters are harsher, and our flight connections are poor (though that should improve with the newest terminal expansion). Edmonton is more blue collar while Calgary is white collar ... though Edmonton is the HQ for Bioware
As for Toronto or anywhere along the Great Lakes, the winters there can be much worse then here. Personally, I'd much rather face -30 out here then -15 in Toronto, the humidity there cuts right through you.
Vancouver, though much warmer, is very much like Seattle. It rains. A LOT.
Someone recommended Saskatoon, and it is a great city. However, it's even more remote then Edmonton in terms of flights to the US. It's even farther from mountains, though some of the lakes in the area are quite nice. There's a joke here on the prairies that it's so flat if you live in Saskatoon you can wave to your friend in Winnipeg.
Speaking of Winnipeg ... avoid it if you have a choice. The people are great, but picture a city with the wind of Chicago and the bitter coldness of the high arctic
In the end, you need to really decide what kind of job you'd like and what kind of lifestyle you'd like to live. If you're looking for something close to midwest US, then you'd likely have more in common with those in Alberta or Saskatchewan. If you want to do lots of skiing and boating, then British Columbia, Calgary or some parts of Ontario might be better suited.
If you're able to get a bit more specific in the type of job you're looking for, I'm sure we'll all be able to point you a little closer to a possible destination (or, more likely, several destinations lol)