I opened an account with
www.ameritrade.com from here. I don't know if you can trade directly on Canadian exchanges but you'll get access to some of them through the US exchanges.
Internaxx in Luxemburg is another possibility, they deal in a few markets around the world and there's someone from them who visits Dubai occasionally to open accounts. I haven't done any trading via internaxx so can't comment on that. A bit more information here...
http://www.dubaisharetalk.com/viewtopic.php?t=158