VZW will tell you lots of bull about what needs to be turned on/off. For data roaming you need to turn off "Data Roaming" at a bare minimum. If thats off, your phone wont poll data in Canada, normally. You will see no 3G or LTE indicator which means, data is off. If you see 3G or LTE and you are in Canada you are probably data roaming.
Now...turning data roaming off also kills your ability to send/receive MMS. Even though its a part of your texting package to use while in Canada. If Data Roaming is off they just go to pending or will fail to download.
You can turn on Data Roaming to send/receive an MMS message BUT your phone will also be data active in the background even if you are on WIFI. Let me repeat it will do other data activities besides the MMS in the background over the cellular interface. Also there is a bug...
Say you activate Data Roaming to go send an MMS. You send the MMS then go back and quickly turn off Data Roaming. Guess what, it still keeps sending data over the cellular interface EVEN if WIFI is on. The only way to stop it after you turn off Data Roaming is to reboot the phone. When it comes back up it doesnt Data Roam.
VZW will tell you more and more draconian things which they dont fully understand (like set your phone to "Home Only" instead of Automatic). My XOOM would actively seek a Verizon signal while driving near the border in the Niagara/St. Catherines areas driving on the QEW. It would flop in and out of service between Telus and VZW. Even though data roaming was off, it would still "chirp" data in the background as it switched carriers. Each trip through this area was worth about $0.50 worth of data. VZW told me to "disable data, disable data roaming, and set the device to Home Only" well suffice to say when back in the US, missing any of the three settings (especially home only) was a cause of frustration. The bug was submitted and fixed...I even had my XOOM crash, reboot and have all the "workarounds" turn back on while in Canada which happened while away from my desk and in the 5 minutes while i was away it pulled in $60 of data roaming. A quick call to VZW resolved that amount at the time it happened.
Moral of the story here is be careful on data roaming and pay attention to the warning texts. If something hits your phone, pay attention to it and call VZW right away to reverse charges.