Hi,
With Tangerine.ca account, you can also withdraw money with your debit card (3$ fee). There is also a new multi-currencies online bank : Zenbanx.ca for Canadians and Zenbaanx.com for Americans. Foreign exchange are pretty cheap and provide the possibility to transfer money abroad (Tangerine don't do that) . Zenbanx account come with a debit card that can be use abroad.
With those 2 banks, you can open account online. Then ask the Government to depose your cheques electronically to the selected bank.
You can also use XE.com to transfer money abroad. It's cheaper.