It really depends how far you're looking to travel as well. The GTA actually has quite a few stores, but they're spaced out, and Toronto being Toronto, travel time (either driving or transit) needs to be taken into consideration.
Preface: when I say competitive or casual, I mean the mentality. I don't mean actual player skill.
Games Workshop Yonge & Lawrence (at Yonge and Lawrence) has a fairly strong 40k crowd, that leans more heavily on the competitive side. Horus Heresy 30k is big at this shop with many of the players.
Games Workshop Langstaff (Langstaff and Weston), has a decent 40k crowd, that also leans more heavily on the competitive side. I've played with games who are regulars for both, and Yonge and Lawrence has the stronger player base skill-wise, if that's what you're looking for.
Lords of War in Oakville (Kerr and Lakeshore) is the one I'm a regular and strong patron of, and our 40k player base is very casual. If you want to play a competitive game, our players will happily throw down and ramp it up for you, since we used to play regularly in 3 or 4 tournaments every year for years, but nowadays, it's more effort than we want to put in (learn the meta, stay up to date with new armies, etc....we all have families and other priorities now than when we did 7 or 8 years ago). Casual games with a focus on hobby and socialization is how we typically roll nowadays.
Sword and Board, as mentioned, although I've never been there.
Heroes World in Markham (Warden and Highway 7) has quite a few players too, with a mix of competitive and casual. If you go here, be prepared for a lot of friendly banter and harmless sassing. So much sass. But they're really friendly, just make sure you give as good as you get!
Critical Hit Gaming Lounge in Courtice (Regional Highway 2 and Varcoe), I've never been there, but I've heard good things from both casual and competitive 40k players that frequent the store alike.
Our group at Lords of War runs the annual Sword & Brush convention and tournament every year (we ran it just this past weekend, so unfortunately if you want to check it out, you have to wait until this time next year), and we run a dual 40k ITC and AoS Championship, as well as a host of other smaller games and our Sword & Brush painting competition (which acts as a Crystal Brush qualifier, although I think CMoN are changing up the rules soon, so this might change).
If you happen to attend our event next year, it's more than likely you'll meet players from all these different shops!
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