There aren't any problems using a Kindle in Canada. I bought mine specifically because I liked the Amazon ecosystem. Since you seem to know your way around DRM and calibre, you can take advantage of that without having a Kindle.
A switch wouldn't be very difficult, calibre will even automatically convert your epubs to mobi for you when you tell it to load them on the Kindle.
Since you already have all your ebooks as epubs, I'd stick with that format and choose the Sony T1. It does have one advantage over Kindle in Canada, access to public library ebooks.
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