Dylan,
Huge questions! Awesome, but so much of this will depend on so many factors... There are books out there which address some of this (such as:
http://www.amazon.ca/Finding-Buying-Your-Place-Country/dp/0793141095 ). But a lot of it, at least price wise will depend on location. Rob Roy's books are also interesting (maybe start here:
http://www.amazon.ca/Mortgage-Free-Innovative-Strategies-Debt-Free/dp/1603580654/ref=sr_1_1?s=books&ie=UTF8&qid=1381602574&sr=1-1&keywords=mortgage+free ).
For starters, I'd recommend visiting an area you are interested in and ask locals about some of these questions. Secondly, in Canada, many real estate agents will set you up with a PCS account, allowing you to have updates emailed to you on a regional market, based on your search criteria (price range, house size, etc...).
Secondly, any info you receive on pricing, from the US, you can figure it will cost more in Canada (whether labour costs, materials costs, etc...). Whenever I here about prices in the states (for tools, materials, services) I always find our prices are higher (sometimes a little, sometimes a lot). I'm a Westcoaster, so I can't speak to the Maritimes, but I'd be surprised if it was all that different.
As for how to go about it, it's all about trade offs... Remote land is cheaper, but you have to be more self-reliant, and happier with isolation. Dug wells are cheaper, but can dry up more regularily than drilled wells... so many variables...
As for how possible is it? How hard is it? Again, it all depends... can you use a chainsaw, do you have one? Can you buy a tractor or skidder? Will you live in a tent in the snow? Do you need a job?
I guess my main advice would be to start reading: websites are good, but there are lots of books out there (new and old) that address these issues. You may also want to consider an apprenticeship with someone already living this type of lifestyle...
In any case, good luck with the journey!