What are Best cities to open a brazilian jiu-jitsu / MMA school in Canada?

Unless you are a Canadian citizen, you can't just move to Canada. You need either a work visa or you need to apply for citizenship. If you are starting a business (which could be a school) in Canada worth $300,000 or more... then you can apply under as an entrepreneur. You would need financial statements and previous business experience. Otherwise, you have to compete as a skilled worker on a point based system, against two to three million other applicants each year, for 20,000 positions. The process can take up to six years. Without a specific degree, financial statements, someone to sponsor you, a job lined up, etc., etc. you won't get in.