That really depends on what kind of diving you're looking for.
I live and dive on the east coast (Nova Scotia). The diving here is good for life, and there are loads of shipwrecks for all levels of skill. The wrecks are generally quite broken up and often barely resemble ships at all. Open water year round to dive in.
I've never been to Newfoundland, but the diving there is supposed to be spectacular, with some first class WW2 wrecks just a short hop from St. John's.
I've had the pleasure to do a bit of diving in the St Lawrence, near Brockville, Ontario. The life was certainly nothing compared to out here, but the wrecks were beautiful. Lovely old wooden wrecks that almost looked as though they could still sail, much warmer water as well, aside from the fact that ice diving is your only option during the winter.
I've also had the opportunity to dive off of Vancouver Island, British Columbia. The life out there was far beyond what I see here, even though it was winter while I was out there. Open water year round, warmer surface temps, and a lovely view combine to make the west coast a great place to dive. It seems that most of the wrecks out that way are artificial reefs, the real wrecks are generally quite deep I believe... the water on the Pacific coast seems to get deep very quickly.
Good luck, you couldn't really go wrong with any of these options.... that's not even counting the stuff that I've missed or not seen yet.