Officially, use of an active radio receiver is often not allowed on aircraft. For example, United prohibits "radio receivers and transmitters" and Hawaiian prohibits "Battery or cord operated radios (AM/FM/VHF)." I am not an expert, but have been told that there's at least some concern that a receiver could interfere with radio reception for the pilots, as even a receiver can generate small amounts of RF. This is discussed in this comment over on aviation.stackexchange.
These prohibitions came from the era when all radio transmitters and receivers were banned in flight and many were not lifted after the rules changed to allow wifi, as it would require extensive testing that has likely not been performed.
The legal issue in the US is discussed by Radio Reference: airlines have to create their own policies for what electronic devices are allowed, and AM/FM/VHF radio receivers are often banned. I haven't been able to find a specific policy for Air Canada or Westjet though.
If the flight has wifi, you can attempt to listen in over the internet by using the streaming feeds on liveatc.net, though it may take some effort to find the right frequency, and in-flight wifi may not be available during takeoff and landing.
Another option might be a passive aviation receiver, which is essentially a crystal radio tuned to the aviation band. You don't get to tune it, so you might get multiple frequencies at once. People claim that they don't interfere and are allowed because they are purely passive receivers, but I'm not qualified to assess that claim. Here's a discussion of these devices from some people who have used them.
If you happen to be flying United Airlines, many of their flights are equipped with Channel 9 where you can listen to ATC communications over the in-flight entertainment system. This feature is only available on some aircraft models (fewer models than before in fact, though they're looking at providing it over wifi) and is subject to the pilot's discretion.