Should I go to a law school abroad?
It's not usually advisable that you go abroad to get a law degree if you want to work as a lawyer in Canada. Foreign graduates face significant barriers to entry to the profession, and going to a foreign school is likely going to be much more expensive than staying in Canada. If you can avoid going to a foreign school, you absolutely should do so. That includes trying to apply, multiple times, to Canadian schools, and looking to out-of-province schools as well. Improving your stats, such as retaking the LSAT, or taking "upgrading" courses, are likely better options than going to a non-Canadian school.
Foreign graduates, in addition to typically having to pay substantially more to go to a foreign school (and incur costs such as a loss when converting Canadian currency to the foreign equivalent), must take the National Committee on Accreditation (NCA) exams when they return. They must also find an articling position or enrol in the Law Practice Program (in Ontario) to get licensed. All of these steps take time (the NCA exams themselves can take up to a year to complete) and cost money. Additionally, foreign-trained lawyers face a significant stigma that usually results in difficulty finding an articling position or getting hired as an associate.
Can I go abroad if I didn't get into a Canadian school? It's always been my dream to be a lawyer
You can, but you likely shouldn't. If the considerations above don't convince you, then a gander around the US and Foreign Schools forum might be successful in showing you otherwise. Many foreign schools capitalize on Canadians that did not get admitted to a Canadian law school and offer enticing programs to lure them overseas. What those schools don't tell you is the problems their graduates generally face when they return to Canada and seek to get licensed. They also don't discuss the substantial cost of going to a foreign school over a Canadian school. Lastly, you should strongly consider whether law is right for you at this time if you are having trouble getting admitted to Canadian law schools over multiple cycles.
What do I need to do to get licensed, if I go to a law school outside of Canada?
You will need a degree from a common law country (such as the US, the UK, or Australia). You will need to pass the National Committee on Accreditation (NCA) exams. You will need to secure an articling position or enrol in the Law Practice Program. You can find out more on the NCA homepage at the Federation of Law Societies of Canada website.
Will I face difficulty finding jobs or an articling position as a foreign graduate?
Statistically, yes. Most significantly, foreign-trained lawyers face the stigma of not having graduated from a Canadian unversity. Earned or not, this reputation comes from the fact that most foreign schools that attract Canadians to their law programs tend to have very low admission requirements and are therefore not seen as particularly strong institutions for legal training or critical thought. Aside from this, all Canadian law school graduates possess a reasonable understanding of Canadian legal principles, which you will likely not learn to the same degree at a foreign institution. Foreign graduates who attend the Law Practice Program instead of securing an articling position tend to continue facing the stigma that they are not as well trained as their Canadian-graduate counterparts, and will likewise continue to have difficulty securing an associate's position. Foreign graduates will likely also find it difficult to build a network from scratch (which many law students spent years building locally) that they can leverage to help them find employment or other assistance.
How expensive is it to go to a foreign school?
Usually, much more expensive than going to school domestically. Sometimes, tuition fees themselves add up to be "less" than the ones charged by many Canadian schools (most of the time due to the fact that you will be getting a two-year LLB instead of a three-year JD), but most applicants fail to realize associated expenses such as: loss when you convert currencies; health insurance; travel between Canada and the foreign country; room and board; increased cost of living in the foreign country; and lack of eligibility for many scholarships and bursaries due to international status. Often times, applicants also do not factor in the costs associated with returning to Canada and getting licensed, such as NCA exam fees and materials, and possibly being required to enrol in the Law Practice Program in lieu of articling because of difficulty finding an articling position. Usually, these aggregate costs add up to substantially more than if one went to a Canadian law school.
But in the end, if I can make lots of money as a lawyer, doesn't it make up for it being more expensive?
It can, but that makes a number of assumptions, including your success at finding a job that "[makes] lots of money", which the majority of foreign graduates do not succeed in obtaining. If you believe you will be the exception to this statistic, you're invited to peruse this explanation of optimism bias in the hopes that you might reconsider. Ultimately, though, it's up to you whether you want to take the substantial risk of getting a foreign law degree.