Absolutely you need to show them where you are using them, the paperwork for E-2 is epic, business plan, financial statements, nature of investment, amount of investment, etc.
What kind of investment depends on the nature of the investment, it's highly subjective as each application is unique, my strong advice is to use an immigration consultant who has significant experience with E-2. Only someone with experience with multiple applications can really answer your questions, USCIS process these applications together with staff from the SBA, so they won't be of much help.
The only tidbit of advice I've ever gotten about Canadians getting them is that you should always use the consulate in Toronto, which in your case won't be a problem.
Read this:
http://toronto.usconsulate.gov/content/ ... intro_faqs
Steve.