Having the wind with you can mean an extra 10km. On the flip side, a strong headwind can be miserable. Most riders go West to East across Canada. Once those damn Rockies are out of the way, then it's clear sailing across the prairies, a bumpy ride across the Canadian Shield and follow the salty smell to the Atlantic. The Prevailing Westerlie winds come across the US border in a North-East direction. Here are some links to check out with regional wind patterns across Canada and maps to see the Westerlies.Canadian wind pattern map, Canadian Wind Energy Atlas.
Historical Canadian weather data, National Climate Data and Information Archive.
A online US wind map in real time that shows the crosswinds coming from across the border, Wind Map (very cool!).
Global wind patterns. Animated map showing the Westerlies moving north and east from the US to Canada, Global Wind.