The following are free sites I frequently use to search for pre-1900 records:
The Church of Jesus Christ of Latter-Day Saints – I particularly like their church records collection.
Library and Archives Canada – I often order microfilms of their treaty paylist collection through inter-library loan. I also search online through their School Files Series and Soldiers of the First World War: 1914-1918.
Heritage project has digitized copies of Treaty annuity paylists – You would have to know how they are organized to search through them productively. I created my own index from searching through the Library and Archives microfilm collection.
Manitoba Vital Statistics
Saskatchewan Vital Statistics
BC Archives – Indexes to births (1854-1903), marriages (1872-1940), deaths (1872-1993), colonial marriages (1859-1872) and baptisms (1836-1888).
HBC Archives – Biographical Sheets
Automated Genealogy for Canadian censuses: 1901, 1906, 1911