All of our provinces have much higher rates than even your highest state income tax. You have to include both to get any kind of fair comparison. And there's a federal sales tax (on almost everything, including services). And all but Alberta also have provincial sales taxes, most on everything including services. And don't forget to include EI and CPP, there's another 6.5% or so off everything you make up to almost $60,000.
Our property taxes are probably lower on average, because we pay less of the cost of education (but still some) through property taxes. I personally paid $6300 this year, plus another $1300 in municipal service fees, on a $1.1 million 3000 sq ft 5 br 4 bath house. My municipality has relatively high rates (and crazy high house prices, but that doesn't affect taxes here as much as in the US).