Might be easier. Might be cheaper. Charge the cars on your credit card and you'll get a better exchange rate. But they charge out the wazoo if you want to do a one-way trip instead of returning the car where you got it, and you don't want to have two cars rented simultaneously while you're in Canada, do you? One you're driving and one parked across the border for when you get back?

I'd be willing to bet that taking a car to Canada is MUCH easier than taking a rental to Mexico. I never have, but boy, do they threaten dire consequences if you do it.

SRS