I've been selling wine for a few years so I can chime in with some info. Dependng on where in Ontario will limit what you can grow and how long. There are some cold hardy whites, Vidal comes to mind, that will handle frosts well into the minus temperatures. Reds, unless near a large body of
water, I'd focus on lighter styles like merlot, baco noir, pinot noirs. Lighter reds need a shorter growing season than heavier reds like the cab's.
Whites will do better than reds in general, and for the first few years I agree with covering them. Some places around here cover their vines in straw/hay to protect them from ice and heavy snows. Also, if you are planning a large area you might want to think about adding some
rose bushes. They are great indicators of diseases as they will hit the roses faster than the vines themselves, giving you a chance to fix the problem before it gets worse.