Check out the Laura Gellar makeup line as it's something difficult to get in Canada and has some interesting stuff.
Becca often has different stuff than at Sephora such as their Skin Perfecting Pressed Highlighter in the shade Lilac Geode.
Same with Benefit. They have two sets out now that are exclusive to ULTA. One is a bronzer, blush, highlighter set and the other is a set of mini blushes.
Tarte Shape Tape concealer is not at Sephora.
They sometimes have great drugstore brands that are hard to find in Canada such as Catrice and Essence.
I love the minis section/gift section at ULTA.
Also if you like bath products ULTA has a fabulous selection of bath bombs etc.
You will enjoy ULTA. Give yourself time to explore.
ETA. This question is timely as I spend a hour last night looking at ULTA's website. My parents are in the US for two weeks and my mom texted me last night and asked me to let her know asap what I wanted her to bring me back from ULTA.
I asked for the mini blush set from Benefit and IT Cosmetics Bye Bye Redness Neutralizing Creme.