You may have the choice, but there are some parameters to be followed. The Divorce Act states that you may file divorce documents with the court in that particular province as long as one of the spouses has been resident in that province for at least a year.
For example, if you have been resident in Saskatchewan for six months, but your spouse has been resident in Alberta for two years, you must file in Alberta. You do not have the option. If you move from BC to Lloydminster, Alberta, and your spouse still lives in BC, you may either file your documents in BC so long as your spouse continues to live in BC, or you will have to wait to complete your divorce in Alberta once you have lived here for one year.
It can get a bit more complicated… if, say, your spouse lives in BC and you and your children (of the marriage) live in Alberta, and your spouse starts a divorce action in BC – you may be eligible to have the proceedings transferred to Alberta if you and your spouse disagree about such things as child support, parenting arrangements, or spousal support arrangements.