Alcohol in Canada is more expensive than in the US. If you are driving, you can save a lot of money by getting alcohol at the duty-free store. Liquor laws (in terms of selling locations, hours, etc.) are generally more restrictive than in most states. For example, in most provinces gas stations cannot sell beer.
There are varieties of Molson and Labatt that are not available in the US. Also, the light versions of those beers are different than what is sold in the US. In Canada, light beer has lower alcohol content, not necessarily fewer calories. There are also many craft beers, some of which are very good. Due to Canada's ancient alcohol laws, it can be very difficult to find craft beer from a different province. Some breweries may not distribute across their province. For example, Walkerville beer (Windsor, Ontario) cannot be found in Toronto.
Canadian spirits are good. Alberta Premium is a rye whisky (it can be found outside of Alberta).
I have had Canadian wine. Parts of Ontario and BC are known for their wine. Quebec allows local wine to be sold in gas stations. Most of that wine is not of high quality (although it will generally function as table wine).