Used to work for a telco and this problem did cross our department sometimes though it wasn't our responsibility, strictly speaking. In any case, you can still ask me about this.
Bill of sale might not help if it's personal. The original issuer might just cut it off for any of the reasons you listed and the telco will just dispute it ("We have no proof you didn't just print this off yourself, go deal with the guy you bought this from, it's your problem, bla bla bla"). If it's from a store, you might be on better ground, but they'll still just tell you to go deal with the store in all likelihood.
Blacklists tend to work only on a national level, not an international one, so you could buy used from outside Canada, but of course returning it is much more difficult if you get screwed that way. Best bet is to work out a more trustworthy seller, but that requires you to be pretty good at spotting those (lost of people will TELL you they're good at spotting a scammer, but...). Just buying something from Joe Rando on Kijiji is too risky now, which is of course what the telcos wanted.
If I was buying a new phone, I might try to get a good deal on an unlocked US-origin phone, probably one with Cyanaogen installed. But I'm not shopping around at the moment, so I'd have to do more to look into any new potential pitfalls of US-origin phones.
You can still get good deals, but you have to do a lot of research and be damn careful. The days of just grabbing an easy-sleazy phone off Craigslist or wherever are over.
