The best thing to do is discuss this with a local realtor.
If you pickup a vacant city lot, just a bunch of permits and fees. Get something in the wilds of Ontario and there may not be services available.
Generally speaking if there is power at your entrance driveway, you'll likely get access to electricity and phone fairly easily. Gas is mostly an urban thing, you may see it on some rural roads in farming areas. Water and sewers are only city things.
The cost to connect services is almost nothing however you bear the cost to run it into your property. Poles are about $1000 each and spaced 200' apart. Wire is about $25/ft for copper, terminal connections about $1000, so each 200' cost between $6-8K if you DIY.
Septic systems run $10K to $50K depending on your soils and location.
Also beware of local zoning. In unincorporated areas you can do as you please, but may not always find services on every road. You may not find schools, waste, snow plowing or emergency services either. Elsewhere it's wise to check with the local municipality, they are all helpful when it comes to informing you about dos and dont's.