The constitutional setup here is fairly strict about which levels of government can directly manage which things - for example, provincial governments technically have zero say in foreign affairs or national defense, while the federal government (somewhat more technically) doesn't get to be involved in natural resources or education. As a result, a provincial Liberal or Conservative party can sometimes have a fairly different focus than its federal equivalents do.
I still wouldn't vote for the Conservative party in my province (and in fact helped vote them out a few years ago), but I find them dramatically less odious than the federal Conservatives, mostly because they haven't bought into the Republican attitudes quite as badly as the party has at the federal level. (Also, somewhat more cynically, the federal conservatives have active disdain for my part of the country as a primary aspect of their worldview, which results in their butting heads with their provincial partners somewhat regularly.)
Beyond that it can be hard to pigeonhole the Canadian parties relative to the American ones. I would say that a lot of our federal Conservatives are, in fact, trying to steer as far right as the Republicans in the states, owing to so much GOP involvement in the last few elections and the Conservatives' leadership since '03 explicitly setting itself up as the pro-American party, though they aren't quite there yet. The main interests of the other parties are somewhat more hit and miss about aligning with American equivalents, though; something like the NDP simply doesn't exist down there in any relevant manner, for example, and until their recent collapse the Liberals occupied a kind of king-of-the-hill niche that I don't think American politics has ever really had.
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