In Canada, you may use ANY name you wish... under certain conditions. You can't be trying to defraud anyone. You can't use it in legal proceedings in court. You must use your legal name, or an accepted derivative thereof, in all dealings with the government. I believe, but am not 100% sure, that you can use your "alias" on a legal contract, again, so long as there is no intent to defraud.
I had an acquaintance who used an alias so long that when he was busted for drug dealing, the charges were read using his legal name, but were qualified by "also known as <alias>". The questioning was exclusively Mr. Alias by the defense, and Mr. Legal Name by the prosecution. There were no objections to that.