What kind of investment accounts in Canada are tax-efficient and allow holding U.S. stocks (Amazon, Google, etc.)?
I have maxed out my TFSA, and would prefer not to lock money in retirement-inclined and penalty-to-take-out accounts like RRSP.
In Canada only TFSAs and RRSPs are tax efficient in the sense that they allow you to forgo paying taxes on dividends and capital gains (TFSAs), or defer paying taxes until a later time (RRSPs). Any major bank will be able to set up an investment account for you where you can buy/sell/trade US equities. You will have to pay capital gains taxes on any dividends that your equities generate, and when you sell your stocks you will have to pay capital gains taxes on any increase in the value of the stock. If you are holding US equities you will also need to pay foreign withholding taxes on any dividends that you earn. So in order to make your account the most tax efficient you should avoid investments which generate large dividend payments.
I would also say that an RRSP is frequently a better investment vehicle than a TFSA. This website covers the basics, but you should also consider the fact that you can take the tax refund that you get and invest that as well where it can also experience compounding interest. So don't rule out RRSPs just because you'll eventually have to pay some tax on them.