An EPG is always useful. A PVR without one is not much more than a digital VCR - not nearly as functional and useful when it can't be automated.
Tribune, who provides data to Sage, do have many lineups for Canada. I'm not sure they have an Antenna listing as availability varies greatly by locale (which is normally dictated by postal code). You may have to customize one of the cable lineups to put the correct channels where you want them and disable the ones you don't want. You should be able to find this type of information in their forum.
The ATI Remote Wonder should work as long as the software you're using with it allows it to simulate keystrokes, etc. I don't think Sage has built-in support for it to allow you to run without other software.
Myth may be a fine "free" alternative for thos ethat like to be hands-on, but I just didn't like its concept of what a PVR should be. It broke many of my own personal design rules and was quickly eliminated as an option. Besides, $85 for SageTV when compared to the issues setting up Myth might as well have been free. You also get a full registered/lawful data feed. Tribune charges upward of $20k US per month for a bulk data feed, so getting this from Sage with every purchase is a HUGE bonus for the consumer. This data is essentially what any TiVo subscriber is paying for.