I'm a thigh-high enthusiast!! Just off the top of my head:
Shoppers and London Drugs:
Decent quality, very affordable. Secret and Silks brands. Basic black and tan only. Different sizes available.
The Bay:
Same as drug stores but also have higher end brands like Dim and Filodoro. Dim is my personal favourite for sheer stay ups.
La Vie en Rose (in the mall):
House brand stockings, basic black, decent quality. More expensive than drug stores.
La Senza (in the mall):
House brand stockings, basic, tan, and white, plus novelty patterns and colours. backseams, fishnets, fence nets, cuban heel etc. Good quality. For some reason they keep most of the selection in the stockroom, so you have to ask to see what they have in store.
Adult / sex stores:
Lots of variety in colours, patterns, etc, but most are not the best quality, usually "one-size-fits-all" and will be very loose and baggy on a petite girl, and too short on a tall girl.
Overall I find The Bay and La Senza are the best choices.