I've never flown in or out of YYZ, but I've been to Woodbine racetrack which is just northeast of the airport property (if you are a horse racing fan, Woodbine is a treat; one of the best racecourses in North America). As the runways appear to be angled at 60 degrees - 240 degrees on either side of the terminal, you probably want to sit on the left hand side of the plane as the prevailing winds are out of the west; but you never know what conditions are like when you fly. Downtown Toronto is quite a ways away from YYZ; at least 15 miles if I had to guess.
As for your trip via CVG, you'll pre-clear USA immigration and customs at YYZ, and you will arrive at CVG midfield concourse B (once upon a time, Delta used all of midfield concourse A and B in addition to a CRJ terminal accessed by a Cobus 3000 bus and operated by the late and unlamented Comair (this building has been demolished). All of Delta's operations at CVG occur at concourse B. There is a high quality SkyClub with its entrance near the food court in the middle of the concourse; they have an ice cream freezer to the right of the bar, in addition to other delights. There is an Outback Steakhouse at one end of the concourse, with a number of fast food options on the opposite side, my favorite of which is Gold Star Chili (Cincinnati chili is different from chili con carne and is served on top of hot dogs or over spaghetti). I used to pass through CVG at least twice a month for probably 20 years or so. Like YYZ, CVG is adjacent to a horse racing facility; Turfway Park is just to the right of the top of runway 36R if you land from south to north. CVG is located in Kentucky; interestingly, it is owned by the Kenton County Airport Board, even though the airport is located in adjacent Boone County (CVG stands for Covington, which is in Kenton County).