Is there any way to open a Canadian brokerage account while still being a U.S. citizen? I would like to open an online brokerage account if possible in Canada to trade on the TSX (I hate ADR).
Although this is technically possible, you may find that foreign brokers don't want your business because the fact that you're a US citizen creates an undue amount of bookkeeping for them. Here are a few things you have to keep in mind:
I recommend you a) find an American broker that allows you to trade on international exchanges, because it will almost certainly be less work for both you and them, of b) find a tax professional with relevant experience to guide you through your first tax season if you choose to pursue opening a foreign brokerage account.