Hi, Canadian here. There is a bit of leg room when it comes to what school you go to (at least in the region where I went to school). Most high schools in the region have some sort of magnet program that allow for students to attend without living in the school's defined area. Both my sister and I went to different schools than where we were 'supposed' to go. So it's not a hard line, but these magnet programs only accept so many students. So for the most part it is true. Just giving some clarification.
My parents did. It's called private school and then you can choose any place you want.
But in all seriousness, while there are exceptions for arts schools, you generally cannot choose where to send your kids except by moving. Some people "rent a room" in a desirable district so their kids can go to a better school, but really all that happens is that housing prices skyrocket in the "right" areas.