Of course everybody should check the job market for jobs in their field in particular. For example, if you work in the oil field, there's no use going to a province with no oil. Or if you are a marine biologist, you will probably not get much work in SK or MB.
You should look for jobs online and see where you have the best opportunities. Also keep in mind that the unemployment percentage is also important when it comes to finding an interrim job to get yourself started. So while in on city, you might have more opportunities in your field but until you get your foot in the door, you might have to deliver pizza. While maybe in some other city, you have slightly less opportunites in your field but easier to get a better than pizza job in the interrim. But you have to do this research yourself.