There are a number of members from Alberta where I think the job market may be a bit better. Hopefully they can provide you with some information about working in their province.
I don't know whether it'd be possible for you to transfer any of your education from South Africa to here. If you have to start from scratch, you will need to get a Standard First Aid/CPR Healthcare provider certificate, which is about $100-150. Then you will have to take an EMR (Emergency Medical Responder) course, which costs about $1000 and has varying schedules. A full-time class, like the one I took, is 2 weeks of 9-5 with lots of homework and pre-reading. Part-time classes range from 1.5 to 3 months, and they usually run over several evenings a week and/or Sat/Sun.
It's possible to get an EMR job in the oil sands, but this is season-dependent (they can't drill until the ground's frozen, so some of my former classmates were still bumming around in Calgary in early November because it wasn't cold enough yet). There is a very small number of rural services that will take EMRs - I work for one. The call volume is minimal, which is a bit of a downside unless you're like me and taking your EMT course at the same time, so you can use the downtime to study. I make a bit under $200 a day without overtime. In the oilfields, you can expect to make $250 or so.
EMT (AB equivalent of PCP in other provinces) school ranges from about 4 months (accelerated program, like the one I'm in) to about 10 months. There is some variation to this, because it includes practicum, and depending on call volume/type, you could take anywhere from 2 weeks to even 3 months to finish it. You can expect to pay somewhere around $5000 for an EMT course, on average. Employment rate is 95% or higher. In the oilfields, you can expect to make about $350 a day. On a municipal service, $250 without overtime is a likely figure.
Paramedic school is AFTER your EMT and takes 2 years, so I won't go into detail about that now, since we'd really be jumping ahead. Paramedic is ALS, EMR and EMT are BLS. As an EMR, you can't do an awful lot, basically first aid with C-spine and a few fun splints (like the Sager), OPA/NPA, aspirin, oral glucose, oxygen, CPR, and, if the patient has them on him/herself, ipratropium bromide, salbutamol, and epi-pen. As an EMT, you get all that, plus LMA and Combitube for the airway, peripheral IVs (including external jugular), the ability to give the above mentioned drugs from your own supply (and using an injection or a nebulizer, whichever's appropriate), plus D50W, glucagon, nitrous oxide, and nitroglycerin. That's in Alberta, scopes of practice vary in other provinces.
In order to work as either EMR or EMT, you need to pass the Alberta College of Paramedics (ACP) licensing exam and then register as a practitioner. The cost for the EMR exam is $575 and the cost for registration for a year is $375. For EMT, I think it's about $750 for the exam and maybe $500 for registration. You can find out more at
www.collegeofparamedics.org
If you have any more questions, post here and I'll check back. There are some other folks from Canada (and AB ) on this board, as well, as mentioned above.