Living in Canada, I also have a tough time finding chemicals. I find most of them in Chinatown. Most of the shops are independantly owned and often family run so they don't have the same stigma toward selling the "meth/bomb making" chemicals that corporate stores will.
Here's a list of some chemicals I use and where I get them from.
NaNO3 can be bought under the name "Nitre" in grocery stores for about $0.01/g
HCl can be bought from any Canadian Tire in the paint section for ~$3/L
Sulphuric Acid can be bought from some hardware stores but it really is tough to find.
Lithium Metal can be extracted from Certain types of batteries. I've never tried this and can't attest to how dangerous or safe it is.
30% H2O2 can be bought from many health food stores for ~$5-10/L
and of course you can build a makeshift hoffman apparatus for H2 and O2