I'm originally from England, and as a computer programmer, it was more lucrative for me in London (UK), than it is in Calgary. Plus you get lots of time off work, and working hours are typically only 35-37 per week -- both of which are great benefits.
I generally found beer, food, car insurance, mobile phones, internet, satellite/cable, used cars, flights to be cheaper in England.
But homes, new cars, gas, registration, electronics, computers are cheaper in Calgary. You can certainly get much more house for your money here in Calgary.
It all balances out at the end of the day, I think. Two totally different economies which are hard to compare.