Be sure to check out what's happening in music, art exhibits, whatever you most enjoy. For one, the Toronto Symphony is very well regarded.

Last (only) time I was in Toronto, Alicia de Larrocha was giving a piano recital. As it turned out it was my last chance to hear her live.

I don't get to the big cities too often---and I'd never complain about the opportunities here, believe it or not---but many times I've happened on a stellar performance, exhibit, ballet... just because I took the time to check.