I agree with all of this. The 0-weight oils will leak more, regardless (especially at lower temps, where 20w50 is like molasses), but with frosty Alberta temps to deal with I'd just accept some leakage and go as thin as you can.
What it probably comes down to, realistically, is whether or not you run a block heater. If you don't, you'll be best off with a light oil like your 0w30 or 5w30. If you do, you can comfortably stay with thick oil year round.
Here in Southern Ontario, I've always run 20w50 in the summer and 10w40 in the winter. It's sometimes a bit of a hard crank on those rare -20 mornings, but not too bad!