I have quite a few firearms, I spent some time in the Marine Corps and I've hunted over a good part of the US and several other countries. Having said that, I'm not into guns and don't care for shooting. I'm very good with a rifle, but it's not what I do for fun.
The weapon that I use more then any other is my 30-06 deer rifle. I won't recomend that to you because one caliber is just about as good as another. There are those who get into it and will disagree, but dead is dead, and there are several dozen calibers to chose from that will kill out to 300 yards fairly easily.
I also have several shotguns and consider my 870 utterly reliable. It is also my cheapest shotgun, and the one I take out into the mud and will use as support in the really nasty marsh. No matter what I do to it, or how cold it gets, it will always work.
Around the house I have a Ruger Super Six revolver in 357 mag. I have autos as well, but the 357 is the one I use for racoons, possums and skunks. Up close, it's deadly accurate and kills them quickly. I shoot several dozen animals a year with that pistol, and find it to be a very cood caliber for what I want it to do.
Personal protection is another one of those arguments that doesn't have an answer. Lots of bullets are nice, but studies have proven that the more bullets you have, the more times you will miss. The Germans of WWII had it figured out with their bolt action rifles. One shot at a time and make it count.
Before buying anything, you really need to do some shooting to see what you like and what you can get ammo for. Some ammo is extremely expensive. Since you are in Canada, I'm sure you know that most everyone has a .303 They are very common and very affordable. Its also a crappy round, but for what you want, it's probably a good choice. Definately one to take a look at and give a try.
Be careful of recomendations from others. The all mean well, but tend to recomend what they have and why you should do what they have. Go to the store that sells the guns, look at the ammo that is available and ask about a shooting club or rifle range that you can go to. Take notes, and narrow it down based to what you like after trying different things. I mentioned that I'm very good with a rifle, I'm alright with a pistol and fair with a shotgun. Everyone is going to be better and more comfortable with one type of weapon over another.
Eddie