The Canadian praries (AB, SK, MB) are rough. It's cheap because people don't want to live there.
I worked for a couple months in Calgary and really liked it.
I probably seem like I really hate Calgary but I don't... I was talking about the praries at large and Calgary is just one city.
I mean they made a knock-off CN Tower out of spite but I won't hold it against them... :P
Central Illinois is a big, flat, boring, methamphetamized prairie too, but I'd still rather live in Chicago than on either coast. Most places you could think of wanting to live are surrounded by boring places.
People do live in cities in alberta, but the cities are mostly car oriented. If you want to live in a walkable area you're mostly out of luck in the part of Canada between Toronto and Vancouver.
There are reasons people really enjoy being in the praries of course, but it really is a serious lifestyle choice you have to make.