Truthfully, this thread is the first I remember of a Canadian having problems with customs (if you exclude the "it must have gotten stopped at customs" excuse for non-delivery of products sold by a certain former member here...).
I honestly think that you'd have to have some other target painted on your back before any law enforcement, RCMP or local police, would give you a hard time for simply *owning* picks.
However, I've said many times... if you're the type who tends to attract attention from the police, or if you're under 25, you're probably better off leaving the picks at home.
I, however, am neither and I carry picks in my car at all times. Is this bad advice? Maybe. Once again, I'm not a lawyer.
As mentioned in our PM chain (but I'll repeat here for the benefit of everyone else), I've done a little bit of research on the subject as it pertains to Manitoba. I can find only TWO case records of anyone being charged with possession of pick tools. One was a known burglar and he was caught in the act. The other was a known car thief - a 16 year old girl - and she was caught in the act.
So, in both cases, the possession of pick tools charge appeared to be simply supplemental charges added to bolster their case against these individuals. I've yet to find ANY case for someone being charged ONLY for possession of pick tools, and if it has ever happened in Canada, I'd be interested to know the circumstances that led to it.
It's also illegal to carry handcuffs in Manitoba, and in that case the province DOES issue a license. I have carried handcuffs on a number of occasions (for magic). I remember distinctly one night when I was sitting at a friend's restaurant and practicing a handcuff escape. A police officer came in to pick up an order and my friend brought him over to my table and asked him to handcuff me to get me to escape. I had my cuffs sitting out on the table and figured for SURE he was going to say something about me carrying them. Quite the contrary. Maybe he just wanted to see me do it so he chose to overlook it, but he did handcuff me with his cuffs (and yes, I did escape).
Point is, in that case I was knowingly breaking a law right in front of an officer and, likely because I was clearly not doing anything inappropriate with the cuffs, he overlooked it entirely.
I also taught a lock picking workshop for my local magic club. One of the attendees was a cop. I suppose if he was interested in busting a bunch of otherwise good people for possession of pick tools, that was his big chance.

I know these are both anecdotal evidences, but I think it's fair to say that this type of scenario is not uncommon. If you're not a sh*t disturber, I don't foresee any issues carrying picks in ANY province (unless you're under 25). Like it or not, teenagers and those in their early 20's are going to be "suspicious" in a lot more situations that I would and will be far more likely to attract the attention of the police.
I don't really LOOK like someone who they need to watch out for, so I've never had a problem.
db