Jaroslav: Henry's is the place to go in that it is one of the few full camera chains left. Odd that they didn't know what slide film is, my local Henry's usually has a few over priced rolls in stock (although only in medium format).
The only other two real chains left in Ottawa are Vistek (which aims at high end consumers and pros) and Black's (which aims at consumers). Black's is a great place to pick up cheap rebranded fuji film, and I've had great success with their minilab and printing. But you'll never find slide film there.
The Vistek's website makes them look a bit better than Henry's for people looking for non-mainstream films, but I've only interacted with them on a the phone a few times and was dissapointed (too dissapointed to bother going to the store). Their film prices are just nuts (basically double B&H prices - so long as I buy two rolls, it is cheaper to get from B&H even taking shipping into consideration).
The best place in Canada I've been in for film was Seneal Camera in Calgary. They carried a wide range of film, and give good discounts for cold-stored expired films. Better yet, when I said "I need an LR44 battery" their response was "you want two right?" not "What's that?"