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I love Sloan and have been to a few of their concerts...but for a lot of reasons they just don't put on a good show in the US. They feed off the crowd and tend to shut down a little if the crowd isn't responding. As another poster said, in Canada the crowd often sings along with them, which they seem to enjoy a lot.
My pick for concert you need to see from the Canadian indie scene: The Joel Plaskett Emergency. Totally unknown outside Canada but Plaskett is an outstanding musician who's not afraid to diverge from the script, with interesting results. At a concert I went to in Toronto, he took a break from the main set to play a mini-acoustic set of "songs my friends wrote". "I wish I'd written that!" he said after one tune. You just don't get that in stadium rock....