I've set up the methods and added the countries to the right side table, but I just had a Canada order go right through without showing any shipping options.
 
Did I somehow forget something, or is this a bug?

Whenever I've had a problem like this, it always has turned out to be some hole I accidentally created, for instance by putting in a range of weight or price in the shipping method that did not include the weight or price of some item. Until I fixed it, I shipped a few items for free!
 
Also double check that the item did not have free shipping activated?