System Preferences > Language and Text > Text Tab
There is a spelling popup on the right that says "Spelling" where you can select the dictionary. There is a Canadian English option available. (Snow Leopard tested.)
On my system, I use "Automatic by Language" as the setting, and Canadian English in the language bar, and get the proper spelling for colour/labour etc. in spell checks (cheques, if you're talking about money. HEHEHE.)
Edit:Edit: As for iWork, you have to make sure the proper language is selected in your styles. In Pages, for instance, there is a "Canadian English" setting in the text panel, under the "More" tab.
Edit #2 OK, so you don't use Snow Leopard (if your system can handle it, get it! $30 is a bargain.) Here's another option.
Install cocoaspell and a canadian english dictionary is available on the aspell ftp site.