Just did the Europe-YYZ-US thing last week. I flew from CDG through YYZ to LAX. Arriving in YYZ we were not sent to canadian immigration but rather to a special baggage claim area for bags going on to the US. After picking my bag I went through US customs and then US immigration and rechecked my bag on to LAX. after that you are in the US side of the YYZ terminal never actually setting foot on true Canadian soil. When we arrived in LAX it was a regular domestic arrival no additional immigration. The US immigration and customs at YYZ was very quick and no lines when I went through there. If you do not fly through Canada but rather directly into the US you will clear immigration at the first point of entry to the US. The Canadian cities are special the major ones have US immigration at the Canadian airport rather than the US airport.