West coast, around Vancouver, is expensive and the ski options are also expensive. We live in Surrey, which is about a 40 minute drive from downtown Vancouver but we are near the beach and if we want to be up in the mountains it's only an hour. I have friends who live in Maple Ridge which is a more rural feeling area but still within reach of Vancouver and is closer to the mountains. There are so many lakes and hikes and beautiful places to go within an hour of Vancouver.
I don't personally have experience of living in the interior of BC but it would be cheaper and there are definitely areas where skiing is available in the winter and the summers are hotter in the interior.
We have found the people to be friendly and welcoming. Our neighbourhood is a real community but I think we lucked out as it wasn't our experience in our first house. (It wasn't awful but was hard to get to know our neighbours) I think the pace of life is slower here. I also love the more open feel, it feels less cramped than the UK.
We didn't experience much of a culture shock. It can take a little while to get used to the food stores (which I warn you are very expensive compared to the likes of Aldi!!) and they will struggle to understand your accent in drive thrus as well as the wording of things being slightly different so can cause some confusion! We get some odd looks from friends when we use some terminology but it causes a lot of laughter at times.
There are a lot of things that are significantly more expensive than the UK, for example car insurance in BC is horrible (we pay the equivalent of about £100 per month, it's a province wide mandatory insurance, there is no alternative) and phone contracts are also brutal (we pay £30 for a sim only contract and that's considered cheap, most people I know are paying more like £60). Internet is another high cost compared to the UK, again with less choices. Having said that I think salaries do keep up a little with that, depending on where you live.
House pricing where we are is similar to if you live in commutable distance of London but the further east you go, the more reasonable it becomes. For example, we are paying £1300 per month for a 3 bed townhouse and that's on the cheap end, not far from us you would be paying nearer £1700 or £1800 for a 3 bed.
Everyone has to file taxes as your allowance is not taken at source, just a random bit of info you may have already known. Healthcare is free in terms of emergency care and seeing a Dr or going for an x-ray BUT make sure you have additional benefits through work as you will need it for prescriptions, physios, dentists etc and then it may only cover part of the costs.
Overall we love our life out here, it just suits us! It's been worth some of the financial hits to be in such an amazing environment, with people who have very quickly become good friends.
I know nothing about New Brunswick but that's my view of where I am!!