In northern Ontario you could die quickly of hypothermia in winter. At temperatures way below freezing, which is what you would have there, the main danger is getting "rescued" by someone and waking up with frostbite. That could be very nasty, and you could lose limbs. So you must ensure that you are in a sufficently away-from-people place that you do not get found until well after you are dead.
You can die of hypothermia at temperatures a degree or two above freezing, especially if it is raining, and even more so if it is both wet and windy. (Every year there are accidental deaths in that way in Scotland, where inexperienced people go out into the hills and don't appreciate the danger.) There is then no possibility of frostbite, so you could say it's a safer alternative. You still don't want to be rescued though, because if you are revived after being very close to death there is a risk of permanent brain damage.
London, Ontario is closer to the second situation. It does get below freezing for about 2 months of the year (January and February), but not far below. As @Alexei_Kirillov remarked, you might consider a trip to somwhere a bit further north.
As your body loses heat, you start to feel cold, obviously. You would be shivering for a while. But as your body temperature drops further, the shivering stops (because your body can't produce enough energy to power the muscle contractions), you eventually feel warm and sleepy, and then you just fade away. It's a peaceful way to go.