If you don't have Nexus or GE and are checking bags, you may want to go via DEN. This way you clear in YEG and do not have to worry about checked bags. Also line at customs in YEG will be better than YYZ usually. probably better too if only carry on. You will arrive and depart same terminal in DEN.

If you have Nexus or GE and carry on YYZ would be very easy. Still doable without and checked luggage but you have to pick up luggage, unless that has changed recently (connecting to US in YEG you do not have to pick up luggage).