From London UK, I'm obviously going to need a carand a new licence, what are the first few things I need to do after that? I've changed cars before but never while changing country 
So, if anyone can give me some pointers, that would be great. Thanks.
Firstly, if you're a drving enthusiast you're on the wrong forum. This forum is for admirers of leatherette and sweet sweet soft touch plastics.
OK, you will be able to drive on your UK licence for about 6 months I think, so no hurry. (obviously check this) Then after that you just go an fill in some forms and you can just swap your UK licence for a Canadian one, given that we are such great drivers an all. Service Ontario is where you need to go:
http://www.ontario.ca/en/services_for_residents/index.htmI looked into buying a used car when I arrived, and ended up getting one from a dealer just because they knew all the paperwork and I didn't. Either way you will need to probably pay upfront or have some sort of guarantor as you won't have a credit history. One thing I did do was bring evidence of my 5yrs no claims from the UK, that helped me get a decent insurance rate for a new immigrant, which can be expensive.
Basically bring every piece of paperwork possible that shows you are a good driver and of good credit (Equifax report) and it will make your life (and the move) easier.